+28.3%
RDW vs AWK
+1.8%
+26.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.4% |
| 7D | -3.1% | +1.7% | -4.9% | -1.5% |
| 30D | -1.8% | +5.6% | -7.3% | +4.0% |
| 3M | -50.9% | +15.9% | -66.7% | -42.1% |
| 6M | +13.5% | +4.6% | +8.9% | +29.8% |
| YTD | +38.6% | +10.1% | +28.5% | +63.5% |
| 1Y | +28.3% | +2.1% | +26.2% | +52.2% |
| All | +28.3% | +1.8% | +26.5% | +52.2% |
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 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