-15.7%
AWK vs GWW
+219.8%
-235.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -0.7% | -3.1% | +2.4% | -0.1% |
| 30D | +2.8% | -2.3% | +5.1% | +3.2% |
| 3M | +11.3% | -3.3% | +14.6% | +11.9% |
| 6M | +6.7% | +15.4% | -8.7% | +3.1% |
| YTD | +9.4% | +26.7% | -17.4% | +2.8% |
| 1Y | +3.7% | +29.0% | -25.2% | -3.0% |
| 3Y | +9.2% | +89.0% | -79.7% | -11.6% |
| 5Y | -15.7% | +221.8% | -237.5% | -43.9% |
| All | -15.7% | +219.8% | -235.5% | -43.9% |
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