+5,961.7%
SPG vs BWA
+2,767.0%
+3,194.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +1.4% |
| 7D | +5.6% | -2.4% | +8.0% | +6.4% |
| 30D | +17.6% | -17.7% | +35.3% | +26.5% |
| 3M | +7.5% | -27.0% | +34.4% | +20.6% |
| 6M | +18.5% | -17.3% | +35.9% | +24.7% |
| YTD | +30.9% | +12.9% | +18.1% | +18.2% |
| 1Y | +34.1% | +12.9% | +21.2% | +20.8% |
| 3Y | +135.5% | +62.1% | +73.4% | +77.1% |
| 5Y | +86.5% | +30.7% | +55.8% | +49.6% |
| 10Y | +116.1% | +89.2% | +26.9% | +43.7% |
| All | +5,961.7% | +2,767.0% | +3,194.8% | +2,077.4% |
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