-2.7%
AWK vs BBWI
-67.2%
+64.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | 0.0% | -7.7% | +7.8% | +0.4% |
| 30D | +15.5% | +24.8% | -9.2% | +14.2% |
| 3M | +10.0% | +16.2% | -6.2% | +9.0% |
| 6M | +20.4% | +15.8% | +4.6% | +19.2% |
| YTD | +17.1% | +11.4% | +5.6% | +15.7% |
| 1Y | +18.3% | +3.2% | +15.1% | +17.1% |
| 3Y | +30.4% | -23.5% | +53.9% | +28.0% |
| 5Y | -2.7% | -67.4% | +64.7% | +0.4% |
| All | -2.7% | -67.2% | +64.5% | +0.4% |
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