-2.3%
SW vs AWK
-15.4%
+13.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +1.7% | -6.8% | -5.2% |
| 30D | -4.6% | +5.6% | -10.2% | -4.9% |
| 3M | +9.4% | +15.9% | -6.5% | +8.7% |
| 6M | +3.5% | +4.6% | -1.1% | +3.2% |
| YTD | +22.0% | +10.1% | +12.0% | +21.4% |
| 1Y | +2.2% | +2.1% | +0.1% | +1.8% |
| 3Y | +19.6% | +9.8% | +9.7% | +17.6% |
| All | -2.3% | -15.4% | +13.1% | -6.3% |
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