+2,911.2%
SPY vs BWA
+2,636.0%
+275.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.0% | +0.8% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -3.3% | -16.1% | +12.8% | +1.7% |
| 3M | -2.4% | -24.6% | +22.2% | +5.5% |
| 6M | +2.6% | -15.7% | +18.2% | +6.7% |
| YTD | +11.2% | +15.1% | -3.8% | +3.9% |
| 1Y | +13.4% | +15.9% | -2.5% | +5.5% |
| 3Y | +79.9% | +67.1% | +12.8% | +46.8% |
| 5Y | +72.2% | +34.7% | +37.4% | +46.3% |
| 10Y | +307.3% | +99.5% | +207.8% | +187.9% |
| All | +2,911.2% | +2,636.0% | +275.2% | +945.3% |
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