-3.3%
AWK vs WWD
+187.3%
-190.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +0.1% | +4.0% | -3.8% | 0.0% |
| 30D | +14.3% | +0.4% | +13.9% | +14.2% |
| 3M | +10.3% | -7.9% | +18.2% | +10.7% |
| 6M | +18.9% | -10.6% | +29.6% | +19.3% |
| YTD | +17.7% | +9.4% | +8.3% | +15.3% |
| 1Y | +16.9% | +25.7% | -8.9% | +12.5% |
| 3Y | +32.2% | +148.5% | -116.4% | +9.4% |
| All | -3.3% | +187.3% | -190.5% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling