+1,037.8%
AWK vs BWA
+203.8%
+834.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.3% |
| 30D | +15.5% | -14.6% | +30.1% | +17.7% |
| 3M | +10.0% | -26.2% | +36.2% | +14.0% |
| 6M | +20.4% | -18.4% | +38.8% | +22.6% |
| YTD | +17.1% | +14.7% | +2.4% | +12.7% |
| 1Y | +18.3% | +13.3% | +4.9% | +13.9% |
| 3Y | +30.4% | +64.7% | -34.3% | +17.3% |
| 5Y | -2.7% | +32.2% | -34.8% | -11.0% |
| 10Y | +154.7% | +96.8% | +57.9% | +104.9% |
| All | +1,037.8% | +203.8% | +834.0% | +631.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling