+414.4%
SPYG vs BWA
+156.8%
+257.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -1.5% | -2.9% | +1.4% | -0.8% |
| 3M | +3.7% | -10.7% | +14.5% | +6.8% |
| 6M | +16.4% | +26.5% | -10.0% | +7.9% |
| YTD | +13.3% | +49.1% | -35.8% | -1.3% |
| 1Y | +17.9% | +52.1% | -34.2% | +1.7% |
| 3Y | +98.3% | +72.6% | +25.8% | +60.0% |
| 5Y | +86.4% | +89.4% | -3.0% | +42.2% |
| All | +414.4% | +156.8% | +257.6% | +240.5% |
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