-14.8%
AWK vs DOC
-24.5%
+9.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | +1.7% | -1.5% | +3.2% | +2.3% |
| 30D | +5.6% | -4.8% | +10.3% | +7.5% |
| 3M | +15.9% | +6.9% | +9.0% | +12.7% |
| 6M | +4.6% | +20.7% | -16.2% | -4.1% |
| YTD | +10.1% | +34.1% | -24.1% | -4.1% |
| 1Y | +2.1% | +22.6% | -20.5% | -7.5% |
| 3Y | +9.8% | +20.8% | -11.0% | -2.1% |
| All | -14.8% | -24.5% | +9.7% | -4.9% |
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