-1.6%
SW vs AWK
+0.6%
-2.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | +4.7% | +7.2% | -2.5% | +4.1% |
| 30D | +5.0% | +19.0% | -14.0% | +3.8% |
| 3M | -7.3% | +14.4% | -21.7% | -8.2% |
| 6M | +15.0% | +22.6% | -7.6% | +13.6% |
| YTD | +18.5% | +19.2% | -0.7% | +17.1% |
| 1Y | +27.1% | +19.6% | +7.6% | +25.6% |
| 3Y | +49.3% | +26.1% | +23.2% | +45.6% |
| 5Y | -1.6% | +0.1% | -1.7% | -9.6% |
| All | -1.6% | +0.6% | -2.2% | -9.6% |
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