+1,022.0%
AWK vs BBWI
+261.5%
+760.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -1.1% |
| 7D | -3.2% | -4.5% | +1.4% | -2.7% |
| 30D | +13.5% | +17.1% | -3.6% | +11.6% |
| 3M | +9.4% | +17.5% | -8.1% | +7.2% |
| 6M | +16.4% | +12.8% | +3.6% | +14.1% |
| YTD | +15.4% | +8.2% | +7.3% | +13.0% |
| 1Y | +16.8% | -1.8% | +18.6% | +14.8% |
| 3Y | +28.6% | -25.8% | +54.3% | +26.3% |
| 5Y | -4.1% | -68.0% | +64.0% | +1.7% |
| 10Y | +151.2% | -47.6% | +198.7% | +131.7% |
| All | +1,022.0% | +261.5% | +760.5% | +499.6% |
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