+8.5%
AWK vs WETO
-99.4%
+107.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -0.3% |
| 7D | -0.7% | -19.9% | +19.1% | -0.9% |
| 30D | +2.8% | -42.7% | +45.4% | +3.9% |
| 3M | +11.3% | -97.7% | +109.0% | +11.6% |
| 6M | +6.7% | -94.4% | +101.2% | +8.2% |
| YTD | +9.4% | -97.0% | +106.4% | +10.1% |
| 1Y | +3.7% | -98.9% | +102.6% | +3.3% |
| All | +8.5% | -99.4% | +107.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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