+16.2%
W vs AWK
+3.3%
+12.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +5.9% | +0.6% | +5.3% | +5.9% |
| 30D | -3.0% | +4.3% | -7.3% | -2.8% |
| 3M | +40.3% | +12.5% | +27.8% | +43.3% |
| 6M | +32.2% | +3.3% | +28.9% | +31.8% |
| YTD | -0.3% | +9.8% | -10.1% | +2.3% |
| 1Y | +16.2% | +2.9% | +13.3% | +12.4% |
| All | +16.2% | +3.3% | +12.8% | +12.4% |
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