-15.7%
AWK vs WY
-22.3%
+6.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.5% |
| 7D | -0.7% | -3.7% | +2.9% | +0.4% |
| 30D | +2.8% | -11.3% | +14.1% | +6.6% |
| 3M | +11.3% | -8.1% | +19.5% | +14.0% |
| 6M | +6.7% | -7.4% | +14.2% | +8.7% |
| YTD | +9.4% | -4.7% | +14.1% | +10.0% |
| 1Y | +3.7% | -9.2% | +12.9% | +5.8% |
| 3Y | +9.2% | -24.7% | +33.9% | +17.5% |
| 5Y | -15.7% | -21.6% | +5.9% | -5.9% |
| All | -15.7% | -22.3% | +6.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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