-54.2%
W vs AWK
-1.1%
-53.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -3.6% | +4.1% | -7.7% | -5.7% |
| 30D | +7.0% | +18.0% | -11.0% | -2.7% |
| 3M | +7.4% | +12.2% | -4.8% | +0.4% |
| 6M | +69.3% | +21.2% | +48.1% | +51.1% |
| YTD | +11.3% | +17.6% | -6.3% | -0.2% |
| 1Y | +13.2% | +19.2% | -6.0% | +0.4% |
| 3Y | +142.0% | +26.7% | +115.3% | +74.2% |
| All | -54.2% | -1.1% | -53.2% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling