+9.7%
AWK vs WAB
+168.6%
-158.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +2.2% | +1.7% | +0.5% | +2.1% |
| 30D | +4.4% | -2.4% | +6.9% | +4.5% |
| 3M | +15.4% | +9.7% | +5.7% | +15.0% |
| 6M | +3.5% | +16.5% | -13.0% | +3.2% |
| YTD | +9.8% | +33.7% | -23.9% | +9.1% |
| 1Y | +3.0% | +49.7% | -46.7% | +2.0% |
| 3Y | +9.7% | +170.9% | -161.3% | -19.2% |
| All | +9.7% | +168.6% | -158.9% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling