-16.7%
AWK vs NWSA
+40.1%
-56.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | -3.1% | +3.7% | +1.2% |
| 30D | +4.3% | +4.3% | 0.0% | +3.5% |
| 3M | +12.5% | +9.2% | +3.3% | +10.6% |
| 6M | +3.3% | +21.6% | -18.3% | -0.6% |
| YTD | +9.8% | +14.2% | -4.5% | +6.8% |
| 1Y | +2.9% | +1.8% | +1.2% | +2.2% |
| 3Y | +9.6% | +44.4% | -34.8% | -0.6% |
| 5Y | -16.7% | +41.0% | -57.6% | -27.9% |
| All | -16.7% | +40.1% | -56.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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