+128.5%
AWK vs BNS
+188.9%
-60.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | +2.1% | +3.5% | -1.4% | +0.8% |
| 3M | +11.4% | +14.1% | -2.7% | +6.4% |
| 6M | +3.9% | +33.8% | -29.9% | -6.0% |
| YTD | +7.7% | +29.5% | -21.8% | -1.7% |
| 1Y | +1.3% | +48.4% | -47.1% | -12.0% |
| 3Y | +7.2% | +129.6% | -122.4% | -21.0% |
| 5Y | -17.0% | +96.1% | -113.1% | -36.2% |
| All | +128.5% | +188.9% | -60.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling