+142.0%
W vs AWK
+24.3%
+117.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.5% |
| 7D | -3.6% | +4.1% | -7.7% | -3.6% |
| 30D | +7.0% | +18.0% | -11.0% | +7.1% |
| 3M | +7.4% | +12.2% | -4.8% | +7.5% |
| 6M | +69.3% | +21.2% | +48.1% | +70.5% |
| YTD | +11.3% | +17.6% | -6.3% | +12.0% |
| 1Y | +13.2% | +19.2% | -6.0% | +14.0% |
| 3Y | +142.0% | +26.7% | +115.3% | +106.8% |
| All | +142.0% | +24.3% | +117.7% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling