-17.2%
AWK vs WING
-35.4%
+18.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +4.4% | -6.0% | +10.5% | +4.7% |
| 3M | +15.4% | -23.5% | +38.8% | +17.0% |
| 6M | +3.5% | -52.0% | +55.5% | +7.9% |
| YTD | +9.8% | -53.8% | +63.6% | +14.1% |
| 1Y | +3.0% | -63.8% | +66.8% | +8.8% |
| 3Y | +9.7% | -30.8% | +40.4% | +1.6% |
| 5Y | -17.2% | -34.3% | +17.1% | -28.0% |
| All | -17.2% | -35.4% | +18.3% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling