-2.2%
AWK vs WAB
+223.3%
-225.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | +2.7% | +4.0% | -1.3% | +2.1% |
| 30D | +16.7% | +6.3% | +10.3% | +15.5% |
| 3M | +11.7% | +3.3% | +8.5% | +11.1% |
| 6M | +21.9% | +14.5% | +7.4% | +18.9% |
| YTD | +17.6% | +42.7% | -25.1% | +10.1% |
| 1Y | +19.8% | +45.2% | -25.4% | +11.7% |
| 3Y | +31.0% | +173.8% | -142.8% | -1.8% |
| All | -2.2% | +223.3% | -225.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling