+166.9%
IWM vs AWK
+126.2%
+40.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +1.4% | +2.2% | -0.8% | +0.7% |
| 30D | -2.3% | +4.4% | -6.7% | -3.6% |
| 3M | +4.0% | +15.4% | -11.4% | -0.9% |
| 6M | +17.9% | +3.5% | +14.4% | +16.0% |
| YTD | +20.2% | +9.8% | +10.4% | +15.7% |
| 1Y | +25.0% | +3.0% | +22.0% | +22.5% |
| 3Y | +66.0% | +9.7% | +56.3% | +55.2% |
| 5Y | +40.0% | -17.2% | +57.2% | +43.7% |
| 10Y | +166.9% | +126.1% | +40.8% | +102.6% |
| All | +166.9% | +126.2% | +40.7% | +102.6% |
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