+319.7%
SPY vs BWA
+142.7%
+176.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -1.4% | -5.6% | +4.2% | +0.1% |
| 3M | +3.7% | -10.7% | +14.4% | +6.7% |
| 6M | +13.0% | +23.2% | -10.2% | +5.2% |
| YTD | +12.4% | +46.0% | -33.6% | -2.0% |
| 1Y | +18.5% | +51.2% | -32.6% | +1.9% |
| 3Y | +77.6% | +69.6% | +8.1% | +43.2% |
| 5Y | +81.7% | +86.6% | -4.9% | +38.2% |
| 10Y | +319.7% | +152.3% | +167.4% | +172.6% |
| All | +319.7% | +142.7% | +176.9% | +172.6% |
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 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