+136.1%
AWK vs WWD
+479.8%
-343.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +4.3% | -5.1% | +9.4% | +5.0% |
| 3M | +12.5% | -11.2% | +23.8% | +14.0% |
| 6M | +3.3% | -12.0% | +15.3% | +4.4% |
| YTD | +9.8% | +12.0% | -2.2% | +6.3% |
| 1Y | +2.9% | +42.8% | -39.9% | -4.7% |
| 3Y | +9.6% | +168.9% | -159.3% | -12.1% |
| 5Y | -16.7% | +192.2% | -208.9% | -35.6% |
| 10Y | +136.1% | +495.3% | -359.2% | +54.0% |
| All | +136.1% | +479.8% | -343.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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