+1.3%
AWK vs SCHG
+13.0%
-11.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.2% |
| 7D | -2.1% | -1.0% | -1.1% | -2.6% |
| 30D | +2.1% | -1.3% | +3.3% | +1.5% |
| 3M | +11.4% | +5.4% | +5.9% | +14.3% |
| 6M | +3.9% | +14.4% | -10.5% | +10.5% |
| YTD | +7.7% | +8.0% | -0.3% | +11.9% |
| 1Y | +1.3% | +12.7% | -11.4% | +9.3% |
| All | +1.3% | +13.0% | -11.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling