+1,037.6%
AWK vs DOC
+66.4%
+971.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.3% |
| 7D | +7.0% | +8.7% | -1.7% | +4.6% |
| 30D | +17.0% | +7.6% | +9.4% | +14.8% |
| 3M | +12.4% | -5.3% | +17.7% | +14.0% |
| 6M | +19.6% | +27.6% | -8.0% | +11.2% |
| YTD | +17.0% | +32.4% | -15.4% | +7.4% |
| 1Y | +20.0% | +22.9% | -2.8% | +12.4% |
| 3Y | +23.8% | +43.1% | -19.3% | +10.4% |
| 5Y | -1.2% | -21.4% | +20.1% | +2.5% |
| 10Y | +158.5% | +16.8% | +141.7% | +138.8% |
| All | +1,037.6% | +66.4% | +971.2% | +826.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling