+5,805.1%
SPG vs BWA
+2,673.8%
+3,131.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.2% |
| 7D | +4.9% | -5.5% | +10.4% | +7.1% |
| 30D | +15.6% | -21.7% | +37.3% | +27.0% |
| 3M | +4.1% | -25.6% | +29.7% | +15.9% |
| 6M | +13.6% | -17.4% | +31.0% | +19.5% |
| YTD | +27.5% | +9.2% | +18.4% | +16.7% |
| 1Y | +32.2% | +9.7% | +22.5% | +20.5% |
| 3Y | +126.0% | +54.6% | +71.4% | +73.3% |
| 5Y | +74.7% | +26.8% | +48.0% | +41.9% |
| 10Y | +112.8% | +89.0% | +23.9% | +41.7% |
| All | +5,805.1% | +2,673.8% | +3,131.3% | +2,050.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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