+155.4%
IWM vs AWK
+152.9%
+2.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.3% | +2.7% | -2.4% | -0.6% |
| 30D | +0.6% | +16.7% | -16.1% | -4.1% |
| 3M | -6.2% | +11.7% | -18.0% | -9.6% |
| 6M | -0.8% | +21.9% | -22.7% | -7.2% |
| YTD | +14.8% | +17.6% | -2.9% | +8.0% |
| 1Y | +16.1% | +19.8% | -3.6% | +8.5% |
| 3Y | +71.5% | +31.0% | +40.6% | +50.4% |
| 5Y | +25.8% | -3.0% | +28.7% | +22.3% |
| 10Y | +155.4% | +156.8% | -1.4% | +94.1% |
| All | +155.4% | +152.9% | +2.5% | +94.1% |
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 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