+0.1%
AWK vs DOC
-22.1%
+22.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +7.2% | +6.2% | +0.9% | +4.6% |
| 30D | +19.0% | +6.5% | +12.6% | +16.1% |
| 3M | +14.4% | -6.2% | +20.6% | +17.1% |
| 6M | +22.6% | +25.6% | -3.0% | +10.7% |
| YTD | +19.2% | +32.1% | -12.9% | +4.5% |
| 1Y | +19.6% | +20.3% | -0.7% | +9.3% |
| 3Y | +26.1% | +42.7% | -16.6% | +2.9% |
| 5Y | +0.1% | -22.2% | +22.2% | +9.7% |
| All | +0.1% | -22.1% | +22.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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