+9.2%
AWK vs WPM
+273.6%
-264.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.6% | +3.9% | -3.3% | +0.4% |
| 30D | +4.3% | +17.7% | -13.4% | +3.2% |
| 3M | +12.5% | +39.4% | -26.9% | +10.1% |
| 6M | +3.3% | +6.4% | -3.1% | +3.0% |
| YTD | +9.8% | +34.0% | -24.2% | +5.5% |
| 1Y | +2.9% | +50.5% | -47.6% | -3.4% |
| All | +9.2% | +273.6% | -264.3% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling