+128.5%
AWK vs WPM
+558.4%
-429.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -2.1% | -0.6% | -1.6% | -2.1% |
| 30D | +2.1% | +14.4% | -12.4% | +0.1% |
| 3M | +11.4% | +37.0% | -25.6% | +6.5% |
| 6M | +3.9% | +4.1% | -0.2% | +2.5% |
| YTD | +7.7% | +31.7% | -24.0% | +1.7% |
| 1Y | +1.3% | +44.2% | -42.9% | -6.1% |
| 3Y | +7.2% | +265.5% | -258.3% | -16.1% |
| 5Y | -17.0% | +262.5% | -279.5% | -35.9% |
| All | +128.5% | +558.4% | -429.9% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling