+31.0%
AWK vs WAT
+87.1%
-56.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.7% | +3.4% | -0.7% | +2.6% |
| 30D | +16.7% | +9.6% | +7.0% | +16.2% |
| 3M | +11.7% | +15.5% | -3.7% | +11.0% |
| 6M | +21.9% | +33.9% | -12.0% | +20.2% |
| YTD | +17.6% | +25.2% | -7.6% | +16.7% |
| 1Y | +19.8% | +26.3% | -6.5% | +18.7% |
| 3Y | +31.0% | +85.8% | -54.8% | +12.9% |
| All | +31.0% | +87.1% | -56.2% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling