-62.1%
W vs AWK
-15.0%
-47.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | +6.5% | +2.2% | +4.3% | +5.3% |
| 30D | -6.2% | +4.4% | -10.7% | -8.4% |
| 3M | +48.9% | +15.4% | +33.5% | +38.0% |
| 6M | +31.2% | +3.5% | +27.7% | +28.1% |
| YTD | -0.4% | +9.8% | -10.2% | -6.7% |
| 1Y | +14.8% | +3.0% | +11.8% | +11.1% |
| 3Y | +40.5% | +9.7% | +30.9% | +17.6% |
| 5Y | -62.1% | -17.2% | -45.0% | -69.3% |
| All | -62.1% | -15.0% | -47.1% | -69.3% |
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