+2,973.6%
SPY vs BWA
+3,492.4%
-518.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.2% |
| 7D | +0.1% | +5.7% | -5.6% | -1.5% |
| 30D | +0.1% | +1.4% | -1.4% | -0.5% |
| 3M | +2.0% | -12.1% | +14.1% | +5.4% |
| 6M | +13.0% | +28.6% | -15.5% | +3.8% |
| YTD | +13.5% | +51.1% | -37.5% | -1.8% |
| 1Y | +20.0% | +55.9% | -35.9% | +2.4% |
| 3Y | +77.2% | +70.1% | +7.1% | +43.7% |
| 5Y | +81.9% | +90.7% | -8.8% | +39.6% |
| 10Y | +314.1% | +154.0% | +160.1% | +173.0% |
| All | +2,973.6% | +3,492.4% | -518.8% | +887.9% |
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