+9.9%
AWK vs WING
-31.4%
+41.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | +1.7% | -3.9% | +5.6% | +1.8% |
| 30D | +5.6% | -11.6% | +17.1% | +5.6% |
| 3M | +15.9% | -24.2% | +40.1% | +16.1% |
| 6M | +4.6% | -54.1% | +58.6% | +4.7% |
| YTD | +10.1% | -53.9% | +64.0% | +10.0% |
| 1Y | +2.1% | -64.4% | +66.5% | +2.1% |
| All | +9.9% | -31.4% | +41.3% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling