+356.7%
AWK vs NWSA
+127.4%
+229.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | +5.6% | +4.6% | +1.0% | +4.7% |
| 3M | +15.9% | +13.2% | +2.6% | +13.1% |
| 6M | +4.6% | +27.0% | -22.4% | -0.3% |
| YTD | +10.1% | +16.8% | -6.8% | +6.5% |
| 1Y | +2.1% | +4.5% | -2.4% | +0.7% |
| 3Y | +9.8% | +46.2% | -36.4% | +0.4% |
| 5Y | -15.4% | +40.9% | -56.3% | -23.6% |
| 10Y | +129.4% | +145.1% | -15.7% | +73.7% |
| All | +356.7% | +127.4% | +229.3% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling