+157.1%
EWT vs AWK
+31.5%
+125.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.5% |
| 7D | +9.1% | +0.1% | +9.0% | +9.2% |
| 30D | -12.2% | +14.3% | -26.5% | -9.4% |
| 3M | -9.4% | +10.3% | -19.7% | -7.1% |
| 6M | +2.7% | +18.9% | -16.3% | +6.9% |
| YTD | +53.3% | +17.7% | +35.6% | +59.7% |
| 1Y | +59.2% | +16.9% | +42.3% | +65.7% |
| 3Y | +157.1% | +32.2% | +124.9% | +161.2% |
| All | +157.1% | +31.5% | +125.6% | +161.2% |
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