+1.3%
AWK vs WU
-9.1%
+10.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.1% | -3.5% | +1.3% | -1.9% |
| 30D | +2.1% | -2.9% | +5.0% | +2.3% |
| 3M | +11.4% | -2.3% | +13.6% | +12.3% |
| 6M | +3.9% | -25.4% | +29.3% | +3.7% |
| YTD | +7.7% | -21.2% | +28.9% | +7.7% |
| 1Y | +1.3% | -8.9% | +10.2% | +2.8% |
| All | +1.3% | -9.1% | +10.4% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling