+966.9%
AWK vs WTW
+396.6%
+570.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +1.1% |
| 7D | +0.6% | -7.1% | +7.7% | +2.9% |
| 30D | +4.3% | -8.5% | +12.8% | +7.2% |
| 3M | +12.5% | +20.6% | -8.0% | +5.9% |
| 6M | +3.3% | +7.2% | -3.9% | +0.4% |
| YTD | +9.8% | -3.9% | +13.6% | +9.7% |
| 1Y | +2.9% | -3.6% | +6.5% | +2.7% |
| 3Y | +9.6% | +60.7% | -51.1% | -8.0% |
| 5Y | -16.7% | +42.2% | -58.8% | -27.9% |
| 10Y | +136.1% | +195.5% | -59.4% | +61.3% |
| All | +966.9% | +396.6% | +570.3% | +478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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