+125.9%
AWK vs FND
+57.9%
+68.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +0.1% | -6.8% | +7.0% | +1.0% |
| 30D | +14.3% | +8.0% | +6.3% | +13.0% |
| 3M | +10.3% | -18.9% | +29.2% | +12.9% |
| 6M | +18.9% | +4.7% | +14.3% | +17.5% |
| YTD | +17.7% | -21.6% | +39.3% | +19.7% |
| 1Y | +16.9% | -22.0% | +38.9% | +18.8% |
| 3Y | +32.2% | -40.4% | +72.6% | +35.9% |
| 5Y | -2.2% | -63.8% | +61.6% | +4.0% |
| All | +125.9% | +57.9% | +68.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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