+513.6%
EWT vs AWK
+132.0%
+381.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.0% |
| 7D | -1.1% | -2.1% | +1.0% | -0.8% |
| 30D | +4.5% | +2.1% | +2.4% | +4.1% |
| 3M | +8.3% | +11.4% | -3.1% | +6.3% |
| 6M | +54.2% | +3.9% | +50.3% | +52.8% |
| YTD | +74.6% | +7.7% | +66.9% | +71.6% |
| 1Y | +84.9% | +1.3% | +83.6% | +83.4% |
| 3Y | +197.5% | +7.2% | +190.4% | +187.5% |
| 5Y | +150.6% | -17.0% | +167.6% | +155.2% |
| All | +513.6% | +132.0% | +381.6% | +372.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling