-4.6%
BWZ vs SPY
+1,089.2%
-1,093.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.6% | -2.7% | +2.1% | -0.4% |
| 30D | -0.3% | -5.4% | +5.1% | +0.2% |
| 3M | -1.8% | -4.1% | +2.2% | -1.5% |
| 6M | -2.7% | +0.7% | -3.4% | -2.8% |
| YTD | -1.6% | +8.7% | -10.3% | -2.4% |
| 1Y | -0.5% | +10.9% | -11.3% | -1.4% |
| 3Y | +8.4% | +75.0% | -66.6% | +2.5% |
| 5Y | -6.4% | +67.8% | -74.2% | -11.5% |
| 10Y | -5.6% | +312.9% | -318.4% | -19.3% |
| All | -4.6% | +1,089.2% | -1,093.8% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling