+969.7%
AWK vs WSM
+2,518.3%
-1,548.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +1.7% | -3.3% | +5.0% | +2.1% |
| 30D | +5.6% | -8.4% | +14.0% | +6.5% |
| 3M | +15.9% | +9.7% | +6.2% | +14.7% |
| 6M | +4.6% | +16.7% | -12.1% | +2.7% |
| YTD | +10.1% | +28.7% | -18.6% | +6.8% |
| 1Y | +2.1% | +13.7% | -11.6% | +0.2% |
| 3Y | +9.8% | +230.1% | -220.2% | -6.9% |
| 5Y | -15.4% | +179.0% | -194.3% | -28.4% |
| 10Y | +129.4% | +1,002.5% | -873.1% | +57.1% |
| All | +969.7% | +2,518.3% | -1,548.6% | +548.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling