+20.1%
W vs AWK
+1.8%
+18.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.5% |
| 7D | -4.2% | +1.7% | -5.9% | -4.2% |
| 30D | -7.6% | +5.6% | -13.1% | -7.5% |
| 3M | +37.2% | +15.9% | +21.3% | +40.3% |
| 6M | +26.3% | +4.6% | +21.8% | +26.4% |
| YTD | -1.0% | +10.1% | -11.0% | +1.1% |
| 1Y | +20.1% | +2.1% | +18.0% | +20.3% |
| All | +20.1% | +1.8% | +18.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling