+1,028.7%
AWK vs WU
-33.3%
+1,062.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -2.6% | -5.3% | +2.7% | -1.4% |
| 30D | +14.2% | +9.0% | +5.1% | +11.9% |
| 3M | +10.0% | -3.6% | +13.6% | +10.7% |
| 6M | +17.1% | -19.4% | +36.5% | +21.8% |
| YTD | +16.1% | -21.7% | +37.8% | +21.0% |
| 1Y | +17.5% | -16.1% | +33.7% | +20.4% |
| 3Y | +29.3% | -24.1% | +53.4% | +33.6% |
| 5Y | -3.5% | -44.1% | +40.6% | +5.5% |
| 10Y | +152.7% | -39.6% | +192.3% | +165.8% |
| All | +1,028.7% | -33.3% | +1,062.0% | +918.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling