+264.0%
SPOT vs BWA
+76.8%
+187.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -5.9% | -3.9% |
| 7D | -0.9% | +5.7% | -6.6% | -2.5% |
| 30D | +12.5% | +1.4% | +11.1% | +11.8% |
| 3M | +9.9% | -12.1% | +22.0% | +13.2% |
| 6M | +1.6% | +28.6% | -27.0% | -7.3% |
| YTD | -6.6% | +51.1% | -57.7% | -20.2% |
| 1Y | -22.9% | +55.9% | -78.8% | -35.1% |
| 3Y | +244.3% | +70.1% | +174.1% | +172.9% |
| 5Y | +117.8% | +90.7% | +27.1% | +62.1% |
| All | +264.0% | +76.8% | +187.2% | +145.8% |
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