-3.3%
AWK vs GWW
+218.6%
-221.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +0.1% | +3.6% | -3.4% | -0.6% |
| 30D | +14.3% | +12.1% | +2.1% | +11.5% |
| 3M | +10.3% | +12.9% | -2.6% | +7.4% |
| 6M | +18.9% | +19.3% | -0.4% | +14.2% |
| YTD | +17.7% | +48.7% | -31.0% | +6.7% |
| 1Y | +16.9% | +60.5% | -43.7% | +3.9% |
| 3Y | +32.2% | +93.3% | -61.1% | +7.6% |
| All | -3.3% | +218.6% | -221.9% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling