+564.9%
SPYG vs BWA
+2,359.8%
-1,795.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | +0.4% | +5.7% | -5.3% | -1.4% |
| 30D | -0.4% | +1.4% | -1.9% | -1.1% |
| 3M | +0.5% | -12.1% | +12.6% | +4.3% |
| 6M | +17.5% | +28.6% | -11.1% | +7.5% |
| YTD | +14.3% | +51.1% | -36.7% | -2.0% |
| 1Y | +21.7% | +55.9% | -34.2% | +2.8% |
| 3Y | +98.6% | +70.1% | +28.5% | +58.7% |
| 5Y | +85.1% | +90.7% | -5.6% | +39.4% |
| 10Y | +412.0% | +154.0% | +258.1% | +223.6% |
| All | +564.9% | +2,359.8% | -1,795.0% | +54.2% |
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 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