+2.7%
EWT vs AWK
+20.0%
-17.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +1.2% |
| 7D | +9.1% | +0.1% | +9.0% | +9.3% |
| 30D | -12.2% | +14.3% | -26.5% | -3.1% |
| 3M | -9.4% | +10.3% | -19.7% | -2.3% |
| 6M | +2.7% | +18.9% | -16.3% | +18.1% |
| All | +2.7% | +20.0% | -17.3% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling