-15.7%
AWK vs BBWI
-69.5%
+53.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.3% |
| 7D | -0.7% | -8.0% | +7.3% | -0.4% |
| 30D | +2.8% | -6.6% | +9.4% | +3.1% |
| 3M | +11.3% | -2.7% | +14.0% | +11.3% |
| 6M | +6.7% | -12.8% | +19.5% | +7.0% |
| YTD | +9.4% | -10.5% | +19.9% | +9.4% |
| 1Y | +3.7% | -35.3% | +39.1% | +5.4% |
| 3Y | +9.2% | -47.7% | +57.0% | +10.2% |
| 5Y | -15.7% | -68.9% | +53.2% | -14.4% |
| All | -15.7% | -69.5% | +53.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling