+16.0%
AWK vs QS
-62.6%
+78.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.5% | +1.4% |
| 7D | +0.1% | -14.0% | +14.2% | +0.3% |
| 30D | +14.3% | -6.4% | +20.6% | +14.3% |
| 3M | +10.3% | -40.3% | +50.5% | +10.7% |
| 6M | +18.9% | -57.5% | +76.5% | +19.7% |
| YTD | +17.7% | -64.7% | +82.4% | +18.7% |
| 1Y | +16.9% | -72.9% | +89.7% | +18.2% |
| 3Y | +32.2% | -33.5% | +65.6% | +29.9% |
| 5Y | -2.2% | -90.5% | +88.4% | -4.3% |
| All | +16.0% | -62.6% | +78.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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