+9.2%
AWK vs WSM
+232.0%
-222.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.6% | +2.6% | -2.0% | +0.6% |
| 30D | +4.3% | -9.3% | +13.6% | +4.5% |
| 3M | +12.5% | +7.1% | +5.4% | +12.5% |
| 6M | +3.3% | +21.7% | -18.4% | +3.1% |
| YTD | +9.8% | +28.7% | -19.0% | +9.3% |
| 1Y | +2.9% | +13.9% | -11.0% | +2.7% |
| All | +9.2% | +232.0% | -222.7% | -13.0% |
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