+136.1%
AWK vs STT
+262.1%
-126.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | +4.3% | +2.8% | +1.5% | +3.8% |
| 3M | +12.5% | +18.1% | -5.6% | +9.5% |
| 6M | +3.3% | +59.2% | -55.9% | -4.4% |
| YTD | +9.8% | +51.5% | -41.7% | +2.2% |
| 1Y | +2.9% | +75.7% | -72.8% | -6.8% |
| 3Y | +9.6% | +200.8% | -191.2% | -10.8% |
| 5Y | -16.7% | +155.8% | -172.4% | -31.9% |
| 10Y | +136.1% | +266.4% | -130.3% | +74.4% |
| All | +136.1% | +262.1% | -126.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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