+8.9%
AWK vs SN
+650.0%
-641.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | -2.6% | +1.4% | -4.0% | -2.6% |
| 30D | +14.2% | +16.6% | -2.4% | +14.3% |
| 3M | +10.0% | +18.3% | -8.2% | +10.2% |
| 6M | +17.1% | +103.1% | -86.0% | +18.2% |
| YTD | +16.1% | +96.7% | -80.6% | +17.3% |
| 1Y | +17.5% | +134.3% | -116.8% | +19.2% |
| 3Y | +29.3% | +425.2% | -395.9% | +22.7% |
| All | +8.9% | +650.0% | -641.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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