+969.7%
AWK vs WAB
+1,422.7%
-453.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +1.7% | -3.2% | +4.9% | +2.3% |
| 30D | +5.6% | -4.4% | +10.0% | +6.4% |
| 3M | +15.9% | +7.9% | +8.0% | +14.0% |
| 6M | +4.6% | +8.7% | -4.1% | +2.5% |
| YTD | +10.1% | +33.0% | -22.9% | +4.0% |
| 1Y | +2.1% | +46.7% | -44.6% | -5.4% |
| 3Y | +9.8% | +153.0% | -143.1% | -9.7% |
| 5Y | -15.4% | +222.3% | -237.6% | -34.1% |
| 10Y | +129.4% | +291.0% | -161.6% | +61.2% |
| All | +969.7% | +1,422.7% | -453.1% | +477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling