+9.9%
AWK vs WWD
+170.0%
-160.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.8% |
| 30D | +5.6% | -7.2% | +12.7% | +5.2% |
| 3M | +15.9% | -3.8% | +19.7% | +15.6% |
| 6M | +4.6% | -9.9% | +14.5% | +4.3% |
| YTD | +10.1% | +14.8% | -4.8% | +10.4% |
| 1Y | +2.1% | +42.1% | -40.0% | +2.7% |
| All | +9.9% | +170.0% | -160.1% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling