+17.5%
AWK vs WING
-33.3%
+50.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.8% |
| 7D | -2.6% | -3.9% | +1.3% | -2.6% |
| 30D | +14.2% | +26.6% | -12.5% | +14.2% |
| 3M | +10.0% | +42.5% | -32.5% | +10.2% |
| 6M | +17.1% | +29.4% | -12.3% | +18.0% |
| YTD | +16.1% | -32.8% | +48.9% | +12.8% |
| 1Y | +17.5% | -33.5% | +51.0% | +13.9% |
| All | +17.5% | -33.3% | +50.8% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling