-0.9%
AWK vs D
+12.5%
-13.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | +4.1% | +3.0% | +1.1% | +2.3% |
| 30D | +18.0% | +11.5% | +6.5% | +10.8% |
| 3M | +12.2% | +3.7% | +8.5% | +9.7% |
| 6M | +21.2% | +13.5% | +7.7% | +12.2% |
| YTD | +17.6% | +20.7% | -3.2% | +4.4% |
| 1Y | +19.2% | +18.2% | +1.0% | +7.1% |
| 3Y | +26.7% | +73.3% | -46.6% | -11.4% |
| All | -0.9% | +12.5% | -13.4% | -5.4% |
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