-17.2%
AWK vs WWD
+192.1%
-209.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +4.4% | -6.4% | +10.9% | +4.8% |
| 3M | +15.4% | -5.6% | +21.0% | +15.4% |
| 6M | +3.5% | -9.1% | +12.6% | +3.7% |
| YTD | +9.8% | +12.5% | -2.7% | +7.5% |
| 1Y | +3.0% | +41.3% | -38.3% | -2.1% |
| 3Y | +9.7% | +170.2% | -160.6% | -10.2% |
| 5Y | -17.2% | +192.5% | -209.6% | -37.7% |
| All | -17.2% | +192.1% | -209.3% | -37.7% |
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