+425.2%
PWB vs SPY
+312.5%
+112.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | +2.7% | -0.4% | +3.1% | +3.1% |
| 30D | -0.7% | -1.4% | +0.6% | +0.8% |
| 3M | +0.9% | +3.7% | -2.8% | -2.7% |
| 6M | +18.4% | +13.0% | +5.4% | +4.3% |
| YTD | +23.7% | +12.4% | +11.3% | +9.8% |
| 1Y | +29.1% | +18.5% | +10.6% | +8.4% |
| 3Y | +119.7% | +77.6% | +42.1% | +20.7% |
| 5Y | +101.8% | +81.7% | +20.1% | +9.1% |
| 10Y | +425.2% | +319.7% | +105.5% | +21.8% |
| All | +425.2% | +312.5% | +112.7% | +21.8% |
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