+119.0%
EWT vs AWK
-2.4%
+121.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.2% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | -12.2% | +14.3% | -26.5% | -12.1% |
| 3M | -9.4% | +10.3% | -19.7% | -9.2% |
| 6M | +2.7% | +18.9% | -16.3% | +2.6% |
| YTD | +53.3% | +17.7% | +35.6% | +53.1% |
| 1Y | +59.2% | +16.9% | +42.3% | +59.0% |
| 3Y | +157.1% | +32.2% | +124.9% | +146.0% |
| All | +119.0% | -2.4% | +121.4% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling