-3.5%
AWK vs TW
+41.5%
-44.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -2.6% | +3.2% | -5.8% | -3.2% |
| 30D | +14.2% | +19.7% | -5.5% | +10.5% |
| 3M | +10.0% | +26.8% | -16.8% | +5.2% |
| 6M | +17.1% | +20.9% | -3.8% | +12.7% |
| YTD | +16.1% | +22.9% | -6.8% | +10.9% |
| 1Y | +17.5% | +20.4% | -2.8% | +12.7% |
| 3Y | +29.3% | +42.9% | -13.5% | +15.9% |
| 5Y | -3.5% | +40.2% | -43.7% | -15.9% |
| All | -3.5% | +41.5% | -44.9% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling