+163.6%
W vs AWK
+273.4%
-109.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -4.2% | +1.7% | -5.9% | -5.0% |
| 30D | -7.6% | +5.6% | -13.1% | -10.1% |
| 3M | +37.2% | +15.9% | +21.3% | +27.2% |
| 6M | +26.3% | +4.6% | +21.8% | +22.7% |
| YTD | -1.0% | +10.1% | -11.0% | -6.9% |
| 1Y | +20.1% | +2.1% | +18.0% | +16.8% |
| 3Y | +37.8% | +9.8% | +27.9% | +21.7% |
| 5Y | -63.7% | -15.4% | -48.3% | -62.6% |
| 10Y | +156.3% | +129.4% | +26.9% | +89.5% |
| All | +163.6% | +273.4% | -109.8% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling