-6.1%
RDW vs AWK
-17.6%
+11.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.4% |
| 7D | +0.9% | -2.1% | +3.0% | +0.7% |
| 30D | -21.3% | +2.1% | -23.3% | -21.1% |
| 3M | -37.9% | +11.4% | -49.2% | -37.5% |
| 6M | +12.3% | +3.9% | +8.3% | +13.2% |
| YTD | +39.7% | +7.7% | +32.0% | +40.5% |
| 1Y | +25.7% | +1.3% | +24.4% | +27.2% |
| 3Y | +230.8% | +7.2% | +223.7% | +218.6% |
| All | -6.1% | -17.6% | +11.5% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling