+53.6%
AWK vs TW
+206.7%
-153.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.1% | -4.5% | +2.3% | -1.2% |
| 30D | +2.1% | -2.3% | +4.3% | +2.5% |
| 3M | +11.4% | +2.6% | +8.8% | +10.4% |
| 6M | +3.9% | -17.5% | +21.5% | +7.7% |
| YTD | +7.7% | -5.3% | +13.0% | +8.0% |
| 1Y | +1.3% | -14.8% | +16.1% | +3.9% |
| 3Y | +7.2% | +18.8% | -11.7% | -0.5% |
| 5Y | -17.0% | +20.7% | -37.7% | -25.0% |
| All | +53.6% | +206.7% | -153.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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