-1.7%
BWZ vs SPY
+1,133.0%
-1,134.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -0.1% | -0.8% | +0.6% | -0.1% |
| 30D | +1.4% | -1.1% | +2.5% | +1.5% |
| 3M | +2.1% | +3.9% | -1.7% | +1.8% |
| 6M | +1.7% | +13.6% | -11.9% | +0.5% |
| YTD | +1.3% | +12.7% | -11.3% | +0.2% |
| 1Y | +0.3% | +17.5% | -17.2% | -1.2% |
| 3Y | +11.0% | +76.9% | -65.9% | +4.9% |
| 5Y | -5.6% | +83.6% | -89.2% | -11.5% |
| 10Y | -3.5% | +320.7% | -324.2% | -17.6% |
| All | -1.7% | +1,133.0% | -1,134.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling