+1,044.2%
AWK vs BWA
+201.6%
+842.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.1% | +4.3% | -4.1% | -0.4% |
| 30D | +14.3% | -13.0% | +27.3% | +16.1% |
| 3M | +10.3% | -24.8% | +35.1% | +14.0% |
| 6M | +18.9% | -23.5% | +42.5% | +22.2% |
| YTD | +17.7% | +13.8% | +3.9% | +13.4% |
| 1Y | +16.9% | +13.4% | +3.4% | +12.5% |
| 3Y | +32.2% | +62.8% | -30.6% | +19.2% |
| 5Y | -2.2% | +28.5% | -30.6% | -10.1% |
| 10Y | +156.1% | +95.4% | +60.8% | +106.2% |
| All | +1,044.2% | +201.6% | +842.6% | +636.3% |
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 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