+132.1%
AWK vs BWA
+153.1%
-21.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | +2.8% | -5.5% | +8.3% | +3.1% |
| 3M | +11.3% | -7.6% | +18.9% | +11.8% |
| 6M | +6.7% | +25.0% | -18.2% | +4.4% |
| YTD | +9.4% | +47.0% | -37.6% | +5.1% |
| 1Y | +3.7% | +54.0% | -50.3% | -0.9% |
| 3Y | +9.2% | +70.7% | -61.4% | +2.6% |
| 5Y | -15.7% | +86.7% | -102.4% | -22.5% |
| All | +132.1% | +153.1% | -21.0% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling