+162.2%
W vs AWK
+128.1%
+34.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +5.9% | +0.6% | +5.3% | +5.6% |
| 30D | -3.0% | +4.3% | -7.3% | -5.2% |
| 3M | +40.3% | +12.5% | +27.8% | +31.8% |
| 6M | +32.2% | +3.3% | +28.9% | +29.2% |
| YTD | -0.3% | +9.8% | -10.1% | -6.4% |
| 1Y | +16.2% | +2.9% | +13.3% | +12.2% |
| 3Y | +40.7% | +9.6% | +31.1% | +23.4% |
| 5Y | -62.3% | -16.7% | -45.7% | -60.9% |
| 10Y | +162.2% | +136.1% | +26.1% | +116.1% |
| All | +162.2% | +128.1% | +34.2% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling