-0.1%
SW vs AWK
+0.6%
-0.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.9% |
| 7D | +12.1% | +7.0% | +5.0% | +11.5% |
| 30D | +6.6% | +17.0% | -10.5% | +5.5% |
| 3M | -6.0% | +12.4% | -18.4% | -6.7% |
| 6M | +21.5% | +19.6% | +1.9% | +20.2% |
| YTD | +20.3% | +17.0% | +3.3% | +19.1% |
| 1Y | +28.1% | +20.0% | +8.1% | +26.6% |
| 3Y | +51.6% | +23.8% | +27.8% | +48.0% |
| 5Y | -0.1% | -1.2% | +1.1% | -7.6% |
| All | -0.1% | +0.6% | -0.7% | -7.6% |
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