+9.9%
AWK vs WAT
+51.4%
-41.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +1.7% | -1.3% | +3.0% | +1.8% |
| 30D | +5.6% | +2.3% | +3.2% | +5.4% |
| 3M | +15.9% | +8.7% | +7.1% | +15.1% |
| 6M | +4.6% | +28.3% | -23.7% | +2.8% |
| YTD | +10.1% | +7.8% | +2.3% | +9.7% |
| 1Y | +2.1% | +36.6% | -34.5% | -0.7% |
| All | +9.9% | +51.4% | -41.5% | -6.4% |
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