+969.7%
AWK vs WWD
+1,130.3%
-160.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +1.7% | +1.3% | +0.4% | +1.5% |
| 30D | +5.6% | -7.2% | +12.7% | +6.7% |
| 3M | +15.9% | -3.8% | +19.7% | +16.1% |
| 6M | +4.6% | -9.9% | +14.5% | +5.4% |
| YTD | +10.1% | +14.8% | -4.8% | +6.2% |
| 1Y | +2.1% | +42.1% | -40.0% | -5.4% |
| 3Y | +9.8% | +170.8% | -160.9% | -10.9% |
| 5Y | -15.4% | +197.5% | -212.9% | -33.5% |
| 10Y | +129.4% | +477.8% | -348.4% | +51.8% |
| All | +969.7% | +1,130.3% | -160.6% | +490.2% |
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