+486.2%
AWK vs GWRE
+749.2%
-263.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.4% |
| 7D | +0.6% | -26.2% | +26.8% | +3.2% |
| 30D | +4.3% | -17.8% | +22.0% | +5.8% |
| 3M | +12.5% | +14.2% | -1.7% | +10.4% |
| 6M | +3.3% | -12.9% | +16.2% | +3.4% |
| YTD | +9.8% | -29.2% | +39.0% | +11.9% |
| 1Y | +2.9% | -44.4% | +47.3% | +7.6% |
| 3Y | +9.6% | +51.1% | -41.5% | -0.9% |
| 5Y | -16.7% | +16.5% | -33.2% | -23.7% |
| 10Y | +136.1% | +131.6% | +4.5% | +101.1% |
| All | +486.2% | +749.2% | -263.0% | +381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling