+128.5%
AWK vs WAB
+296.8%
-168.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +2.1% | -4.1% | +6.1% | +2.7% |
| 3M | +11.4% | +8.2% | +3.2% | +9.8% |
| 6M | +3.9% | +15.4% | -11.5% | +1.2% |
| YTD | +7.7% | +33.1% | -25.5% | +2.5% |
| 1Y | +1.3% | +48.1% | -46.8% | -5.4% |
| 3Y | +7.2% | +167.7% | -160.6% | -11.6% |
| 5Y | -17.0% | +225.7% | -242.7% | -34.4% |
| All | +128.5% | +296.8% | -168.3% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling