+84.9%
SPYG vs BWA
+86.5%
-1.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | -1.9% | -5.5% | +3.5% | -0.5% |
| 3M | +5.2% | -7.6% | +12.8% | +7.1% |
| 6M | +15.6% | +25.0% | -9.4% | +7.6% |
| YTD | +12.4% | +47.0% | -34.5% | -1.7% |
| 1Y | +17.5% | +54.0% | -36.5% | +0.8% |
| 3Y | +98.1% | +70.7% | +27.4% | +59.3% |
| 5Y | +84.9% | +86.7% | -1.8% | +34.2% |
| All | +84.9% | +86.5% | -1.6% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling