+158.6%
AWK vs COO
+41.1%
+117.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.2% |
| 7D | +0.1% | +0.5% | -0.3% | 0.0% |
| 30D | +14.3% | +14.2% | +0.1% | +10.1% |
| 3M | +10.3% | -18.2% | +28.5% | +16.1% |
| 6M | +18.9% | +5.3% | +13.6% | +16.1% |
| YTD | +17.7% | -23.6% | +41.3% | +25.6% |
| 1Y | +16.9% | -12.7% | +29.5% | +19.6% |
| 3Y | +32.2% | -24.2% | +56.4% | +36.6% |
| 5Y | -2.2% | -40.0% | +37.8% | +7.4% |
| All | +158.6% | +41.1% | +117.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling