bwb portfolio

The chart shows the growth of an initial investment of $10,000 in bwb portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Mar 29, 2025, bwb portfolio's average daily return is +0.15%, while the average monthly return is +4.08%. At this rate, an investment would double in approximately 1.4 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2025 with a return of +17.3%, while the worst month was Nov 2025 at -7.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, bwb portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.4%, while the worst single day was Apr 4, 2025 at -6.4%.

bwb portfolio has an annualized alpha of 22.60%, beta of 1.45, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since March 29, 2025.

• This portfolio captured 227.17% of S&P 500 Index gains but only 67.36% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 22.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

bwb portfolio has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

bwb portfolio ranks 44 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

bwb portfolio Sharpe ratios as of Apr 17, 2026 (values are recalculated daily):

• 1-Year: 3.23
• All Time: 2.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.29 to 3.11, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of bwb portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

bwb portfolio provided a 0.73% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the bwb portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the bwb portfolio was 21.28%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current bwb portfolio drawdown is 6.30%.

The chart below shows the rolling one-month volatility.