+17.1%
EW vs AWK
+9.6%
+7.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.4% | +2.2% | -6.6% | -4.7% |
| 30D | -3.3% | +4.4% | -7.8% | -3.8% |
| 3M | +1.0% | +15.4% | -14.4% | -0.4% |
| 6M | +6.2% | +3.5% | +2.7% | +5.7% |
| YTD | +1.7% | +9.8% | -8.1% | +0.5% |
| 1Y | +8.1% | +3.0% | +5.1% | +7.7% |
| 3Y | +17.1% | +9.7% | +7.4% | +15.9% |
| All | +17.1% | +9.6% | +7.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling