+1,864.7%
EW vs AWK
+969.7%
+895.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -0.3% | +1.7% | -2.1% | -1.0% |
| 30D | +1.0% | +5.6% | -4.5% | -0.9% |
| 3M | +2.8% | +15.9% | -13.1% | -2.6% |
| 6M | +5.5% | +4.6% | +0.9% | +3.2% |
| YTD | +5.5% | +10.1% | -4.6% | +1.0% |
| 1Y | +11.0% | +2.1% | +8.9% | +8.9% |
| 3Y | +17.7% | +9.8% | +7.9% | +10.1% |
| 5Y | -25.7% | -15.4% | -10.4% | -23.6% |
| 10Y | +132.8% | +129.4% | +3.4% | +64.6% |
| All | +1,864.7% | +969.7% | +895.0% | +670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling