+132.1%
AWK vs WU
-39.5%
+171.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -0.7% | -5.0% | +4.2% | +0.5% |
| 30D | +2.8% | -2.3% | +5.0% | +3.3% |
| 3M | +11.3% | -3.2% | +14.5% | +11.4% |
| 6M | +6.7% | -25.0% | +31.8% | +13.4% |
| YTD | +9.4% | -21.7% | +31.0% | +14.5% |
| 1Y | +3.7% | -9.0% | +12.7% | +3.8% |
| 3Y | +9.2% | -28.9% | +38.1% | +15.2% |
| 5Y | -15.7% | -51.0% | +35.3% | -2.4% |
| All | +132.1% | -39.5% | +171.5% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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