+20.0%
AWK vs BWA
+17.4%
+2.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +1.9% |
| 7D | +7.0% | -9.9% | +16.9% | +5.9% |
| 30D | +17.0% | -16.4% | +33.4% | +15.1% |
| 3M | +12.4% | -19.8% | +32.2% | +10.1% |
| 6M | +19.6% | -10.0% | +29.6% | +17.5% |
| YTD | +17.0% | +12.7% | +4.3% | +12.3% |
| 1Y | +20.0% | +15.7% | +4.4% | +14.6% |
| All | +20.0% | +17.4% | +2.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling