+307.8%
SPY vs BWA
+94.2%
+213.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.6% | +4.3% | -1.7% | +1.3% |
| 30D | -2.0% | -13.0% | +11.0% | +1.9% |
| 3M | -2.8% | -24.8% | +22.0% | +5.1% |
| 6M | +2.1% | -23.5% | +25.7% | +9.2% |
| YTD | +11.5% | +13.8% | -2.4% | +4.1% |
| 1Y | +13.5% | +13.4% | 0.0% | +5.9% |
| 3Y | +77.7% | +62.8% | +14.9% | +44.2% |
| 5Y | +72.6% | +28.5% | +44.1% | +46.4% |
| All | +307.8% | +94.2% | +213.6% | +188.7% |
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