-6.3%
BWZ vs SPY
+74.0%
-80.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -1.2% | +3.3% | -4.5% | -1.6% |
| 30D | -0.7% | -2.7% | +2.0% | -0.5% |
| 3M | -1.9% | -1.7% | -0.2% | -1.8% |
| 6M | -2.7% | +3.1% | -5.8% | -3.1% |
| YTD | -2.0% | +11.9% | -13.9% | -3.2% |
| 1Y | -0.9% | +12.0% | -12.9% | -2.1% |
| 3Y | +8.9% | +78.2% | -69.3% | +0.6% |
| 5Y | -6.3% | +73.2% | -79.5% | -15.1% |
| All | -6.3% | +74.0% | -80.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling