+11.1%
RDW vs AWK
+20.7%
-9.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -2.2% |
| 7D | -14.3% | +7.0% | -21.4% | -6.6% |
| 30D | -26.0% | +17.0% | -43.0% | -9.6% |
| 3M | -27.4% | +12.4% | -39.8% | -15.4% |
| 6M | -10.6% | +19.6% | -30.2% | +17.9% |
| YTD | +1.6% | +17.0% | -15.5% | +38.9% |
| 1Y | +11.1% | +20.0% | -8.9% | +45.4% |
| All | +11.1% | +20.7% | -9.6% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling