+69.2%
IWM vs AWK
+27.9%
+41.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | -2.0% | +4.1% | -6.1% | -2.1% |
| 30D | -1.5% | +18.0% | -19.4% | -1.9% |
| 3M | -8.0% | +12.2% | -20.2% | -8.3% |
| 6M | -4.1% | +21.2% | -25.3% | -4.7% |
| YTD | +11.9% | +17.6% | -5.6% | +11.3% |
| 1Y | +15.0% | +19.2% | -4.2% | +14.2% |
| All | +69.2% | +27.9% | +41.3% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling