+252.8%
SPOT vs BWA
+74.5%
+178.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | +7.4% | -2.9% | +10.3% | +8.0% |
| 3M | +8.2% | -10.7% | +18.9% | +11.1% |
| 6M | +2.2% | +26.5% | -24.2% | -6.2% |
| YTD | -9.5% | +49.1% | -58.6% | -22.4% |
| 1Y | -23.8% | +52.1% | -75.9% | -35.4% |
| 3Y | +233.5% | +72.6% | +160.9% | +162.6% |
| 5Y | +112.2% | +89.4% | +22.8% | +58.2% |
| All | +252.8% | +74.5% | +178.3% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling