+155.1%
AWK vs WST
+449.7%
-294.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.6% | +4.9% | -7.5% | -3.4% |
| 30D | +14.2% | +10.7% | +3.5% | +12.0% |
| 3M | +10.0% | +16.8% | -6.8% | +6.9% |
| 6M | +17.1% | +32.0% | -14.9% | +11.1% |
| YTD | +16.1% | +49.9% | -33.8% | +7.1% |
| 1Y | +17.5% | +50.6% | -33.1% | +8.2% |
| 3Y | +29.3% | +21.4% | +7.9% | +17.2% |
| 5Y | -3.5% | -0.6% | -2.9% | -9.7% |
| All | +155.1% | +449.7% | -294.6% | +42.7% |
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