-1.2%
AWK vs DOC
-22.8%
+21.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.9% |
| 7D | +7.0% | +8.7% | -1.7% | +3.5% |
| 30D | +17.0% | +7.6% | +9.4% | +13.6% |
| 3M | +12.4% | -5.3% | +17.7% | +14.6% |
| 6M | +19.6% | +27.6% | -8.0% | +7.2% |
| YTD | +17.0% | +32.4% | -15.4% | +2.5% |
| 1Y | +20.0% | +22.9% | -2.8% | +8.6% |
| 3Y | +23.8% | +43.1% | -19.3% | +0.9% |
| 5Y | -1.2% | -21.4% | +20.1% | +7.9% |
| All | -1.2% | -22.8% | +21.6% | +7.9% |
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