+270.4%
AWK vs WING
+719.8%
-449.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.1% | -1.4% |
| 7D | +1.2% | +8.6% | -7.3% | +0.5% |
| 30D | +15.8% | +44.8% | -29.0% | +12.2% |
| 3M | +11.0% | +51.9% | -40.9% | +6.9% |
| 6M | +21.0% | +37.2% | -16.2% | +17.1% |
| YTD | +16.7% | -25.3% | +42.0% | +17.8% |
| 1Y | +17.2% | -25.1% | +42.3% | +18.0% |
| 3Y | +29.2% | -12.9% | +42.1% | +23.1% |
| 5Y | -2.3% | +12.0% | -14.3% | -12.5% |
| 10Y | +150.5% | +716.5% | -566.0% | +84.8% |
| All | +270.4% | +719.8% | -449.5% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling