+31.4%
AWK vs BBWI
-22.8%
+54.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | 0.0% | -7.7% | +7.8% | +0.1% |
| 30D | +15.5% | +24.8% | -9.2% | +15.4% |
| 3M | +10.0% | +16.2% | -6.2% | +9.9% |
| 6M | +20.4% | +15.8% | +4.6% | +20.4% |
| YTD | +17.1% | +11.4% | +5.6% | +17.0% |
| 1Y | +18.3% | +3.2% | +15.1% | +18.3% |
| All | +31.4% | -22.8% | +54.2% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling