+1,042.6%
AWK vs WST
+1,901.3%
-858.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | +4.1% | -3.1% | +7.2% | +4.7% |
| 30D | +18.0% | +9.1% | +8.9% | +15.8% |
| 3M | +12.2% | +14.7% | -2.5% | +8.9% |
| 6M | +21.2% | +28.0% | -6.8% | +14.7% |
| YTD | +17.6% | +45.6% | -28.1% | +7.7% |
| 1Y | +19.2% | +45.7% | -26.4% | +9.1% |
| 3Y | +26.7% | +21.1% | +5.6% | +12.9% |
| 5Y | -1.3% | +0.3% | -1.7% | -9.9% |
| 10Y | +159.7% | +449.0% | -289.4% | +44.8% |
| All | +1,042.6% | +1,901.3% | -858.7% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling