+969.7%
AWK vs GWW
+1,967.0%
-997.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | +5.6% | +3.3% | +2.3% | +4.7% |
| 3M | +15.9% | +2.9% | +12.9% | +14.8% |
| 6M | +4.6% | +15.8% | -11.2% | +0.3% |
| YTD | +10.1% | +32.0% | -22.0% | +1.6% |
| 1Y | +2.1% | +29.9% | -27.8% | -5.5% |
| 3Y | +9.8% | +91.1% | -81.2% | -9.9% |
| 5Y | -15.4% | +223.9% | -239.3% | -40.8% |
| 10Y | +129.4% | +567.0% | -437.6% | +25.6% |
| All | +969.7% | +1,967.0% | -997.4% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling