-16.7%
AWK vs WPM
+261.4%
-278.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +0.6% | +3.9% | -3.3% | +0.1% |
| 30D | +4.3% | +17.7% | -13.4% | +2.1% |
| 3M | +12.5% | +39.4% | -26.9% | +7.6% |
| 6M | +3.3% | +6.4% | -3.1% | +2.0% |
| YTD | +9.8% | +34.0% | -24.2% | +3.1% |
| 1Y | +2.9% | +50.5% | -47.6% | -6.2% |
| 3Y | +9.6% | +280.3% | -270.7% | -21.2% |
| 5Y | -16.7% | +266.3% | -283.0% | -39.8% |
| All | -16.7% | +261.4% | -278.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling