+158.6%
AWK vs WING
+620.3%
-461.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.1% | -2.5% | +2.6% | +0.3% |
| 30D | +14.3% | +29.5% | -15.3% | +11.7% |
| 3M | +10.3% | +40.2% | -29.9% | +6.8% |
| 6M | +18.9% | +32.7% | -13.8% | +15.3% |
| YTD | +17.7% | -32.8% | +50.5% | +19.9% |
| 1Y | +16.9% | -31.7% | +48.6% | +18.6% |
| 3Y | +32.2% | -24.7% | +56.9% | +27.2% |
| 5Y | -2.2% | -0.5% | -1.7% | -12.3% |
| All | +158.6% | +620.3% | -461.7% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling