-3.3%
AWK vs D
+13.1%
-16.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.2% |
| 7D | +0.1% | -1.4% | +1.5% | +1.0% |
| 30D | +14.3% | +7.7% | +6.5% | +9.4% |
| 3M | +10.3% | -0.3% | +10.6% | +10.4% |
| 6M | +18.9% | +10.1% | +8.9% | +12.1% |
| YTD | +17.7% | +19.1% | -1.4% | +5.5% |
| 1Y | +16.9% | +15.9% | +1.0% | +6.2% |
| 3Y | +32.2% | +75.0% | -42.8% | -8.2% |
| All | -3.3% | +13.1% | -16.3% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling