+5,256.9%
SPG vs BWA
+3,738.2%
+1,518.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -2.1% |
| 7D | -2.4% | +5.7% | -8.0% | -4.6% |
| 30D | -6.8% | +1.4% | -8.2% | -7.7% |
| 3M | +2.7% | -12.1% | +14.8% | +6.8% |
| 6M | +5.5% | +28.6% | -23.1% | -6.9% |
| YTD | +15.7% | +51.1% | -35.4% | -6.4% |
| 1Y | +20.9% | +55.9% | -35.0% | -3.9% |
| 3Y | +112.4% | +70.1% | +42.3% | +57.4% |
| 5Y | +101.4% | +90.7% | +10.7% | +39.3% |
| 10Y | +60.6% | +154.0% | -93.3% | -4.6% |
| All | +5,256.9% | +3,738.2% | +1,518.7% | +1,625.4% |
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