-16.7%
AWK vs EFX
-36.4%
+19.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.4% |
| 7D | +0.6% | -9.4% | +10.0% | +2.9% |
| 30D | +4.3% | -6.9% | +11.2% | +5.9% |
| 3M | +12.5% | +0.1% | +12.4% | +12.1% |
| 6M | +3.3% | -17.3% | +20.6% | +7.1% |
| YTD | +9.8% | -21.8% | +31.6% | +14.8% |
| 1Y | +2.9% | -32.5% | +35.4% | +11.5% |
| 3Y | +9.6% | -12.3% | +22.0% | +5.3% |
| 5Y | -16.7% | -36.6% | +20.0% | -18.2% |
| All | -16.7% | -36.4% | +19.8% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling