+7.2%
AWK vs GWRE
+50.1%
-42.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.1% | -13.2% | +11.1% | -2.2% |
| 30D | +2.1% | -18.6% | +20.6% | +2.0% |
| 3M | +11.4% | +18.9% | -7.5% | +12.0% |
| 6M | +3.9% | -11.0% | +14.9% | +4.0% |
| YTD | +7.7% | -29.9% | +37.6% | +7.7% |
| 1Y | +1.3% | -44.3% | +45.6% | +1.2% |
| 3Y | +7.2% | +51.7% | -44.5% | -8.8% |
| All | +7.2% | +50.1% | -42.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling