+1,028.7%
AWK vs WWD
+1,079.4%
-50.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -2.6% | +8.2% | -10.8% | -3.8% |
| 30D | +14.2% | -0.2% | +14.3% | +13.9% |
| 3M | +10.0% | -8.4% | +18.5% | +11.1% |
| 6M | +17.1% | -9.5% | +26.6% | +18.0% |
| YTD | +16.1% | +10.1% | +6.1% | +12.4% |
| 1Y | +17.5% | +21.6% | -4.0% | +11.6% |
| 3Y | +29.3% | +149.6% | -120.2% | +6.0% |
| 5Y | -3.5% | +191.3% | -194.8% | -24.1% |
| 10Y | +152.7% | +455.2% | -302.5% | +67.8% |
| All | +1,028.7% | +1,079.4% | -50.6% | +525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling