+215.1%
W vs AWK
+157.4%
+57.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.1% |
| 7D | +1.1% | +2.7% | -1.6% | -0.4% |
| 30D | +6.4% | +16.7% | -10.3% | -2.2% |
| 3M | +9.0% | +11.7% | -2.8% | +2.4% |
| 6M | +69.8% | +21.9% | +47.9% | +51.9% |
| YTD | +12.1% | +17.6% | -5.5% | +1.1% |
| 1Y | 0.0% | +19.8% | -19.8% | -10.8% |
| 3Y | +160.3% | +31.0% | +129.4% | +102.4% |
| 5Y | -53.3% | -3.0% | -50.3% | -55.1% |
| All | +215.1% | +157.4% | +57.7% | +169.3% |
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 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