-16.7%
AWK vs WAB
+224.0%
-240.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +4.3% | -4.6% | +8.8% | +5.0% |
| 3M | +12.5% | +5.6% | +6.9% | +11.3% |
| 6M | +3.3% | +13.8% | -10.5% | +0.8% |
| YTD | +9.8% | +31.9% | -22.1% | +4.2% |
| 1Y | +2.9% | +48.3% | -45.4% | -4.5% |
| 3Y | +9.6% | +167.1% | -157.5% | -17.3% |
| 5Y | -16.7% | +222.9% | -239.5% | -41.1% |
| All | -16.7% | +224.0% | -240.6% | -41.1% |
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 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