+10.2%
AWK vs SN
+659.6%
-649.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.4% |
| 7D | +4.1% | +7.2% | -3.1% | +4.1% |
| 30D | +18.0% | +20.4% | -2.4% | +18.1% |
| 3M | +12.2% | +23.9% | -11.7% | +12.4% |
| 6M | +21.2% | +93.0% | -71.8% | +22.3% |
| YTD | +17.6% | +99.2% | -81.7% | +18.8% |
| 1Y | +19.2% | +142.6% | -123.4% | +20.9% |
| 3Y | +26.7% | +398.8% | -372.1% | +20.6% |
| All | +10.2% | +659.6% | -649.3% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling