+969.7%
AWK vs WST
+1,601.7%
-632.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | +5.6% | -3.1% | +8.7% | +6.3% |
| 3M | +15.9% | +7.2% | +8.6% | +14.0% |
| 6M | +4.6% | +36.8% | -32.2% | -2.6% |
| YTD | +10.1% | +23.8% | -13.8% | +4.4% |
| 1Y | +2.1% | +37.8% | -35.7% | -5.7% |
| 3Y | +9.8% | -15.9% | +25.7% | +7.3% |
| 5Y | -15.4% | -25.8% | +10.5% | -16.8% |
| 10Y | +129.4% | +319.6% | -190.2% | +35.9% |
| All | +969.7% | +1,601.7% | -632.1% | +281.5% |
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