-16.7%
AWK vs EXEL
+194.6%
-211.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +4.3% | +10.1% | -5.8% | +3.1% |
| 3M | +12.5% | +10.1% | +2.5% | +11.2% |
| 6M | +3.3% | +37.7% | -34.4% | -0.7% |
| YTD | +9.8% | +33.1% | -23.3% | +5.7% |
| 1Y | +2.9% | +52.4% | -49.5% | -2.9% |
| 3Y | +9.6% | +163.8% | -154.2% | -8.1% |
| 5Y | -16.7% | +198.5% | -215.2% | -28.7% |
| All | -16.7% | +194.6% | -211.2% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling