+158.6%
AWK vs EXEL
+320.7%
-162.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +0.1% | -0.8% | +1.0% | +0.2% |
| 30D | +14.3% | +13.1% | +1.1% | +13.1% |
| 3M | +10.3% | +36.3% | -26.0% | +7.6% |
| 6M | +18.9% | +34.5% | -15.6% | +16.1% |
| YTD | +17.7% | +57.4% | -39.7% | +13.3% |
| 1Y | +16.9% | +62.9% | -46.1% | +12.1% |
| 3Y | +32.2% | +229.5% | -197.3% | +18.4% |
| 5Y | -2.2% | +281.2% | -283.4% | -13.9% |
| All | +158.6% | +320.7% | -162.2% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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