+136.1%
AWK vs COO
+36.7%
+99.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | +1.8% |
| 7D | +0.6% | -9.0% | +9.6% | +3.3% |
| 30D | +4.3% | -16.8% | +21.1% | +9.9% |
| 3M | +12.5% | -7.5% | +20.0% | +14.8% |
| 6M | +3.3% | -16.3% | +19.6% | +8.2% |
| YTD | +9.8% | -22.5% | +32.3% | +17.4% |
| 1Y | +2.9% | -7.0% | +9.9% | +3.7% |
| 3Y | +9.6% | -27.5% | +37.1% | +15.7% |
| 5Y | -16.7% | -43.3% | +26.7% | -6.2% |
| 10Y | +136.1% | +37.6% | +98.5% | +99.1% |
| All | +136.1% | +36.7% | +99.4% | +99.1% |
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