-3.0%
BWZ vs SPY
+304.1%
-307.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | -0.6% | -3.7% | +3.1% | -0.4% |
| 3M | -2.1% | -2.7% | +0.7% | -1.9% |
| 6M | -2.8% | +2.2% | -5.0% | -2.9% |
| YTD | -1.7% | +10.8% | -12.6% | -2.3% |
| 1Y | -0.8% | +11.2% | -12.0% | -1.4% |
| 3Y | +9.2% | +76.5% | -67.3% | +5.4% |
| 5Y | -6.1% | +72.9% | -79.1% | -9.9% |
| 10Y | -3.0% | +304.8% | -307.8% | -4.8% |
| All | -3.0% | +304.1% | -307.1% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling