+969.7%
AWK vs BBWI
+234.6%
+735.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.4% |
| 7D | +1.7% | +1.5% | +0.2% | +1.6% |
| 30D | +5.6% | -5.2% | +10.8% | +6.0% |
| 3M | +15.9% | +11.1% | +4.7% | +14.2% |
| 6M | +4.6% | -13.4% | +17.9% | +5.2% |
| YTD | +10.1% | +0.1% | +10.0% | +8.8% |
| 1Y | +2.1% | -36.1% | +38.2% | +5.2% |
| 3Y | +9.8% | -44.1% | +53.9% | +11.7% |
| 5Y | -15.4% | -66.2% | +50.9% | -10.9% |
| 10Y | +129.4% | -54.8% | +184.2% | +116.5% |
| All | +969.7% | +234.6% | +735.1% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling