+155.1%
AWK vs WING
+620.6%
-465.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.4% |
| 7D | -2.6% | -3.9% | +1.3% | -2.3% |
| 30D | +14.2% | +26.6% | -12.5% | +11.8% |
| 3M | +10.0% | +42.5% | -32.5% | +6.4% |
| 6M | +17.1% | +29.4% | -12.3% | +13.7% |
| YTD | +16.1% | -32.8% | +48.9% | +18.2% |
| 1Y | +17.5% | -33.5% | +51.0% | +19.6% |
| 3Y | +29.3% | -23.4% | +52.7% | +24.1% |
| 5Y | -3.5% | -0.4% | -3.1% | -13.5% |
| All | +155.1% | +620.6% | -465.5% | +94.2% |
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