+154.7%
AWK vs WAT
+230.7%
-76.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +15.5% | +9.0% | +6.5% | +13.3% |
| 3M | +10.0% | +13.5% | -3.5% | +6.8% |
| 6M | +20.4% | +35.3% | -14.9% | +12.3% |
| YTD | +17.1% | +24.0% | -6.9% | +10.3% |
| 1Y | +18.3% | +22.0% | -3.7% | +11.8% |
| 3Y | +30.4% | +84.0% | -53.6% | +4.9% |
| 5Y | -2.7% | +34.4% | -37.0% | -15.2% |
| 10Y | +154.7% | +231.4% | -76.7% | +74.3% |
| All | +154.7% | +230.7% | -76.0% | +74.3% |
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