+32.2%
AWK vs WSM
+260.3%
-228.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +14.3% | +5.1% | +9.2% | +14.2% |
| 3M | +10.3% | +5.1% | +5.2% | +10.2% |
| 6M | +18.9% | +48.6% | -29.6% | +18.8% |
| YTD | +17.7% | +44.2% | -26.5% | +17.5% |
| 1Y | +16.9% | +38.1% | -21.2% | +16.6% |
| 3Y | +32.2% | +257.2% | -225.0% | +4.4% |
| All | +32.2% | +260.3% | -228.1% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling