+128.5%
AWK vs EFX
+42.6%
+85.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -2.1% | -4.5% | +2.4% | -0.9% |
| 30D | +2.1% | -6.1% | +8.1% | +3.7% |
| 3M | +11.4% | +6.2% | +5.2% | +9.0% |
| 6M | +3.9% | -11.2% | +15.1% | +6.3% |
| YTD | +7.7% | -21.4% | +29.1% | +13.3% |
| 1Y | +1.3% | -34.3% | +35.6% | +12.2% |
| 3Y | +7.2% | -12.5% | +19.7% | +4.3% |
| 5Y | -17.0% | -35.6% | +18.6% | -13.4% |
| All | +128.5% | +42.6% | +85.9% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling