+528.0%
SPYG vs BWA
+1,753.4%
-1,225.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.3% | +4.3% | -1.9% | +1.0% |
| 30D | -6.5% | -13.0% | +6.6% | -2.3% |
| 3M | -6.8% | -24.8% | +18.0% | +1.6% |
| 6M | -3.1% | -23.5% | +20.4% | +4.5% |
| YTD | +8.0% | +13.8% | -5.8% | +1.0% |
| 1Y | +10.2% | +13.4% | -3.2% | +3.0% |
| 3Y | +91.0% | +62.8% | +28.2% | +55.0% |
| 5Y | +67.7% | +28.5% | +39.3% | +43.3% |
| 10Y | +393.9% | +95.4% | +298.5% | +239.1% |
| All | +528.0% | +1,753.4% | -1,225.4% | +58.9% |
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