+1,044.2%
AWK vs WU
-32.4%
+1,076.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +0.1% | -2.0% | +2.2% | +0.6% |
| 30D | +14.3% | +11.4% | +2.9% | +11.5% |
| 3M | +10.3% | -6.8% | +17.1% | +11.8% |
| 6M | +18.9% | -14.6% | +33.6% | +22.1% |
| YTD | +17.7% | -20.6% | +38.4% | +22.3% |
| 1Y | +16.9% | -15.4% | +32.2% | +19.5% |
| 3Y | +32.2% | -23.6% | +55.8% | +36.4% |
| 5Y | -2.2% | -43.4% | +41.2% | +6.6% |
| 10Y | +156.1% | -38.8% | +194.9% | +168.6% |
| All | +1,044.2% | -32.4% | +1,076.5% | +929.0% |
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