+2.1%
AWK vs WSM
+19.9%
-17.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +1.7% | -3.3% | +5.0% | +1.8% |
| 30D | +5.6% | -8.4% | +14.0% | +5.7% |
| 3M | +15.9% | +9.7% | +6.2% | +16.2% |
| 6M | +4.6% | +16.7% | -12.1% | +5.2% |
| YTD | +10.1% | +28.7% | -18.6% | +10.4% |
| 1Y | +2.1% | +13.7% | -11.6% | +2.2% |
| All | +2.1% | +19.9% | -17.8% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling