+969.7%
AWK vs WU
-30.4%
+1,000.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | +1.7% | -0.8% | +2.6% | +1.9% |
| 30D | +5.6% | -1.1% | +6.7% | +5.8% |
| 3M | +15.9% | -3.9% | +19.7% | +16.1% |
| 6M | +4.6% | -20.7% | +25.2% | +9.1% |
| YTD | +10.1% | -18.4% | +28.4% | +13.8% |
| 1Y | +2.1% | -8.1% | +10.2% | +2.2% |
| 3Y | +9.8% | -24.2% | +34.0% | +13.5% |
| 5Y | -15.4% | -50.4% | +35.1% | -4.8% |
| 10Y | +129.4% | -40.0% | +169.4% | +141.9% |
| All | +969.7% | -30.4% | +1,000.1% | +857.6% |
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 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