+9.4%
AWK vs SN
+681.9%
-672.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.7% |
| 7D | +1.2% | +7.6% | -6.4% | +1.2% |
| 30D | +15.8% | +24.1% | -8.3% | +15.9% |
| 3M | +11.0% | +23.7% | -12.7% | +11.2% |
| 6M | +21.0% | +105.5% | -84.5% | +22.1% |
| YTD | +16.7% | +105.1% | -88.4% | +18.0% |
| 1Y | +17.2% | +148.3% | -131.1% | +18.8% |
| 3Y | +29.2% | +438.7% | -409.5% | +22.6% |
| All | +9.4% | +681.9% | -672.5% | +3.7% |
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