+126.1%
AWK vs WST
+321.8%
-195.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | +2.2% | -0.3% | +2.4% | +2.2% |
| 30D | +4.4% | -4.6% | +9.0% | +5.3% |
| 3M | +15.4% | +5.7% | +9.7% | +14.1% |
| 6M | +3.5% | +37.6% | -34.1% | -2.7% |
| YTD | +9.8% | +23.0% | -13.2% | +5.1% |
| 1Y | +3.0% | +33.8% | -30.8% | -3.3% |
| 3Y | +9.7% | -13.4% | +23.0% | +7.5% |
| 5Y | -17.2% | -27.0% | +9.8% | -16.8% |
| 10Y | +126.1% | +324.5% | -198.5% | +37.7% |
| All | +126.1% | +321.8% | -195.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling