+136.1%
AWK vs BBWI
-58.2%
+194.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.4% |
| 7D | +0.6% | -4.4% | +5.0% | +0.9% |
| 30D | +4.3% | -7.4% | +11.7% | +4.7% |
| 3M | +12.5% | -2.2% | +14.8% | +12.5% |
| 6M | +3.3% | -16.3% | +19.6% | +4.0% |
| YTD | +9.8% | -9.1% | +18.9% | +9.7% |
| 1Y | +2.9% | -34.5% | +37.4% | +4.7% |
| 3Y | +9.6% | -47.0% | +56.6% | +11.2% |
| 5Y | -16.7% | -68.8% | +52.2% | -13.5% |
| 10Y | +136.1% | -57.4% | +193.4% | +119.6% |
| All | +136.1% | -58.2% | +194.3% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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