+19.8%
AWK vs WST
+52.5%
-32.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +16.7% | +12.7% | +3.9% | +15.3% |
| 3M | +11.7% | +17.2% | -5.4% | +9.9% |
| 6M | +21.9% | +26.7% | -4.8% | +18.9% |
| YTD | +17.6% | +50.3% | -32.7% | +13.5% |
| 1Y | +19.8% | +50.2% | -30.4% | +15.5% |
| All | +19.8% | +52.5% | -32.8% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling