+967.2%
AWK vs WPM
+1,131.2%
-164.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | +7.0% | -4.9% | +1.5% |
| 30D | +4.4% | +15.7% | -11.3% | +2.8% |
| 3M | +15.4% | +35.2% | -19.8% | +11.6% |
| 6M | +3.5% | +6.1% | -2.6% | +2.2% |
| YTD | +9.8% | +32.6% | -22.8% | +5.4% |
| 1Y | +3.0% | +46.9% | -43.9% | -2.5% |
| 3Y | +9.7% | +276.3% | -266.6% | -6.8% |
| 5Y | -17.2% | +260.0% | -277.2% | -29.9% |
| 10Y | +126.1% | +508.5% | -382.5% | +77.8% |
| All | +967.2% | +1,131.2% | -164.0% | +511.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling