+249.2%
AWK vs WING
+405.9%
-156.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | +1.7% | -3.9% | +5.6% | +2.0% |
| 30D | +5.6% | -11.6% | +17.1% | +6.5% |
| 3M | +15.9% | -24.2% | +40.1% | +18.1% |
| 6M | +4.6% | -54.1% | +58.6% | +10.7% |
| YTD | +10.1% | -53.9% | +64.0% | +15.8% |
| 1Y | +2.1% | -64.4% | +66.5% | +9.7% |
| 3Y | +9.8% | -30.2% | +40.0% | +5.6% |
| 5Y | -15.4% | -34.1% | +18.8% | -20.6% |
| 10Y | +129.4% | +342.1% | -212.7% | +77.9% |
| All | +249.2% | +405.9% | -156.7% | +166.2% |
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 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