+2.1%
AWK vs WAB
+48.2%
-46.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | +1.7% | -3.2% | +4.9% | +1.8% |
| 30D | +5.6% | -4.4% | +10.0% | +5.7% |
| 3M | +15.9% | +7.9% | +8.0% | +15.4% |
| 6M | +4.6% | +8.7% | -4.1% | +5.0% |
| YTD | +10.1% | +33.0% | -22.9% | +10.2% |
| 1Y | +2.1% | +46.7% | -44.6% | +2.2% |
| All | +2.1% | +48.2% | -46.1% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling