+231.7%
SPOT vs BWA
+67.1%
+164.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +2.2% | -5.6% | +7.7% | +2.5% |
| 3M | +5.4% | -10.7% | +16.1% | +6.2% |
| 6M | -4.0% | +23.2% | -27.2% | -6.3% |
| YTD | -9.9% | +46.0% | -55.9% | -14.6% |
| 1Y | -27.3% | +51.2% | -78.4% | -31.5% |
| All | +231.7% | +67.1% | +164.6% | +208.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling