+2,939.7%
SPY vs BWA
+2,626.5%
+313.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -0.9% | +1.7% | -2.6% | -1.4% |
| 30D | -2.4% | -14.6% | +12.3% | +2.2% |
| 3M | -1.2% | -26.2% | +25.1% | +7.6% |
| 6M | +3.3% | -18.4% | +21.7% | +8.5% |
| YTD | +12.3% | +14.7% | -2.4% | +5.0% |
| 1Y | +12.4% | +13.3% | -0.9% | +5.4% |
| 3Y | +78.8% | +64.7% | +14.1% | +46.5% |
| 5Y | +75.2% | +32.2% | +43.0% | +49.7% |
| 10Y | +311.1% | +96.8% | +214.3% | +191.8% |
| All | +2,939.7% | +2,626.5% | +313.2% | +956.3% |
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