Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AWK vs WAT✓SelectedUSD · WATAWK vs WAT performance historyLatest closeAs of-0.13%09/04
Stock and ETF performance explorer

AWK vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2.1%
WAT return
+41.4%
Excess return
-39.3%
Maximum drawdown
-15.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D-0.1%-1.0%+0.9%-0.1%
7D+1.7%-1.3%+3.0%+1.7%
30D+5.6%+2.3%+3.2%+5.6%
3M+15.9%+8.7%+7.1%+15.8%
6M+4.6%+28.3%-23.7%+5.6%
YTD+10.1%+7.8%+2.3%+11.8%
1Y+2.1%+36.6%-34.5%+3.7%
All+2.1%+41.4%-39.3%+3.7%

Cumulative growth

Daily Returns

Daily percentage return beside WAT.

Daily Out/Under-Performance

Portfolio return minus WAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAT 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 WAT 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