+155.1%
AWK vs STT
+198.7%
-43.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -2.6% | +5.1% | -7.7% | -3.3% |
| 30D | +14.2% | -0.2% | +14.4% | +14.1% |
| 3M | +10.0% | -8.1% | +18.2% | +11.3% |
| 6M | +17.1% | +16.6% | +0.4% | +13.8% |
| YTD | +16.1% | +37.8% | -21.7% | +9.5% |
| 1Y | +17.5% | +46.8% | -29.3% | +9.5% |
| 3Y | +29.3% | +181.2% | -151.8% | +5.9% |
| 5Y | -3.5% | +105.1% | -108.6% | -18.5% |
| All | +155.1% | +198.7% | -43.6% | +94.1% |
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