+156.8%
AWK vs D
+44.7%
+112.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +2.7% | +2.4% | +0.3% | +1.0% |
| 30D | +16.7% | +10.9% | +5.7% | +8.9% |
| 3M | +11.7% | +2.8% | +8.9% | +9.6% |
| 6M | +21.9% | +12.7% | +9.2% | +11.9% |
| YTD | +17.6% | +20.3% | -2.7% | +2.8% |
| 1Y | +19.8% | +17.1% | +2.7% | +6.4% |
| 3Y | +31.0% | +75.1% | -44.2% | -13.9% |
| 5Y | -3.0% | +13.1% | -16.1% | -13.3% |
| 10Y | +156.8% | +48.3% | +108.5% | +79.3% |
| All | +156.8% | +44.7% | +112.1% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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