+5,923.7%
SPG vs BWA
+2,823.2%
+3,100.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | -0.1% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | +16.8% | -16.1% | +32.9% | +24.8% |
| 3M | +5.7% | -24.6% | +30.3% | +17.1% |
| 6M | +17.8% | -15.7% | +33.5% | +23.0% |
| YTD | +30.1% | +15.1% | +15.0% | +16.6% |
| 1Y | +32.8% | +15.9% | +16.9% | +18.4% |
| 3Y | +137.2% | +67.1% | +70.1% | +76.2% |
| 5Y | +81.5% | +34.7% | +46.7% | +43.8% |
| 10Y | +116.5% | +99.5% | +17.0% | +41.1% |
| All | +5,923.7% | +2,823.2% | +3,100.5% | +2,047.4% |
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