+132.1%
AWK vs WAT
+166.5%
-34.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -0.7% | -2.9% | +2.1% | -0.1% |
| 30D | +2.8% | -3.2% | +6.0% | +3.4% |
| 3M | +11.3% | +10.6% | +0.7% | +8.8% |
| 6M | +6.7% | +34.0% | -27.3% | -0.7% |
| YTD | +9.4% | +5.7% | +3.6% | +7.0% |
| 1Y | +3.7% | +37.1% | -33.3% | -5.0% |
| 3Y | +9.2% | +52.4% | -43.2% | -7.6% |
| 5Y | -15.7% | -4.4% | -11.3% | -19.6% |
| All | +132.1% | +166.5% | -34.4% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling