+30.6%
AWK vs SITM
+4,789.7%
-4,759.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.1% | -1.7% |
| 7D | -2.1% | +3.9% | -6.0% | -2.2% |
| 30D | +2.1% | -6.6% | +8.6% | +2.2% |
| 3M | +11.4% | -11.9% | +23.2% | +11.4% |
| 6M | +3.9% | +81.1% | -77.2% | +0.9% |
| YTD | +7.7% | +80.0% | -72.3% | +4.4% |
| 1Y | +1.3% | +145.8% | -144.5% | -3.4% |
| 3Y | +7.2% | +475.9% | -468.7% | -6.5% |
| 5Y | -17.0% | +189.2% | -206.2% | -27.7% |
| All | +30.6% | +4,789.7% | -4,759.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling