+967.2%
AWK vs GWW
+1,911.9%
-944.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.5% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | +4.4% | +1.1% | +3.3% | +4.1% |
| 3M | +15.4% | -1.0% | +16.4% | +15.4% |
| 6M | +3.5% | +16.3% | -12.8% | -0.8% |
| YTD | +9.8% | +28.5% | -18.7% | +2.1% |
| 1Y | +3.0% | +30.3% | -27.3% | -4.7% |
| 3Y | +9.7% | +91.6% | -81.9% | -10.2% |
| 5Y | -17.2% | +224.0% | -241.1% | -42.1% |
| 10Y | +126.1% | +551.3% | -425.2% | +24.5% |
| All | +967.2% | +1,911.9% | -944.7% | +253.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling