+606.0%
EWT vs AWK
+967.2%
-361.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +1.6% | +2.2% | -0.5% | +1.1% |
| 30D | +8.2% | +4.4% | +3.8% | +6.9% |
| 3M | +11.1% | +15.4% | -4.3% | +6.4% |
| 6M | +60.4% | +3.5% | +56.9% | +57.8% |
| YTD | +75.6% | +9.8% | +65.8% | +69.4% |
| 1Y | +91.3% | +3.0% | +88.3% | +87.4% |
| 3Y | +200.3% | +9.7% | +190.6% | +182.3% |
| 5Y | +156.4% | -17.2% | +173.5% | +160.9% |
| 10Y | +495.8% | +126.1% | +369.7% | +296.3% |
| All | +606.0% | +967.2% | -361.3% | +113.2% |
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 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