+1,044.2%
AWK vs WAB
+1,504.0%
-459.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +0.1% | +5.1% | -4.9% | -0.8% |
| 30D | +14.3% | +4.0% | +10.3% | +13.3% |
| 3M | +10.3% | +0.1% | +10.2% | +10.0% |
| 6M | +18.9% | +12.8% | +6.2% | +15.8% |
| YTD | +17.7% | +40.1% | -22.4% | +10.0% |
| 1Y | +16.9% | +46.4% | -29.5% | +8.2% |
| 3Y | +32.2% | +167.4% | -135.2% | +7.4% |
| 5Y | -2.2% | +215.0% | -217.2% | -23.6% |
| 10Y | +156.1% | +269.2% | -113.1% | +82.0% |
| All | +1,044.2% | +1,504.0% | -459.8% | +510.4% |
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