+743.1%
SW vs AWK
+930.1%
-187.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.9% |
| 7D | +12.1% | +7.0% | +5.0% | +11.3% |
| 30D | +6.6% | +17.0% | -10.5% | +5.0% |
| 3M | -6.0% | +12.4% | -18.4% | -7.1% |
| 6M | +21.5% | +19.6% | +1.9% | +19.4% |
| YTD | +20.3% | +17.0% | +3.3% | +18.4% |
| 1Y | +28.1% | +20.0% | +8.1% | +25.8% |
| 3Y | +51.6% | +23.8% | +27.8% | +47.4% |
| 5Y | -0.1% | -1.2% | +1.1% | -1.4% |
| 10Y | +189.7% | +158.5% | +31.2% | +164.3% |
| All | +743.1% | +930.1% | -187.0% | +691.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling