+969.7%
AWK vs EFV
+151.0%
+818.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | +1.5% | +0.2% | +1.2% |
| 30D | +5.6% | +1.7% | +3.8% | +4.9% |
| 3M | +15.9% | +8.6% | +7.2% | +12.1% |
| 6M | +4.6% | +11.7% | -7.1% | -0.2% |
| YTD | +10.1% | +19.3% | -9.2% | +2.2% |
| 1Y | +2.1% | +30.2% | -28.1% | -8.4% |
| 3Y | +9.8% | +91.6% | -81.7% | -15.8% |
| 5Y | -15.4% | +96.4% | -111.7% | -36.2% |
| 10Y | +129.4% | +166.5% | -37.1% | +50.4% |
| All | +969.7% | +151.0% | +818.7% | +559.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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