+49.3%
SW vs AWK
+26.1%
+23.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | +4.7% | +7.2% | -2.5% | +4.3% |
| 30D | +5.0% | +19.0% | -14.0% | +4.2% |
| 3M | -7.3% | +14.4% | -21.7% | -7.9% |
| 6M | +15.0% | +22.6% | -7.6% | +14.3% |
| YTD | +18.5% | +19.2% | -0.7% | +17.7% |
| 1Y | +27.1% | +19.6% | +7.6% | +26.3% |
| All | +49.3% | +26.1% | +23.2% | +45.8% |
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