+2.1%
AWK vs GWW
+31.2%
-29.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +1.7% | +1.4% | +0.3% | +1.7% |
| 30D | +5.6% | +3.3% | +2.3% | +5.4% |
| 3M | +15.9% | +2.9% | +12.9% | +15.5% |
| 6M | +4.6% | +15.8% | -11.2% | +3.9% |
| YTD | +10.1% | +32.0% | -22.0% | +4.7% |
| 1Y | +2.1% | +29.9% | -27.8% | -5.0% |
| All | +2.1% | +31.2% | -29.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling