-17.2%
AWK vs WAT
-4.5%
-12.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +4.4% | -1.0% | +5.4% | +4.6% |
| 3M | +15.4% | +10.9% | +4.5% | +13.5% |
| 6M | +3.5% | +33.2% | -29.7% | -1.6% |
| YTD | +9.8% | +6.1% | +3.7% | +8.3% |
| 1Y | +3.0% | +30.2% | -27.2% | -2.6% |
| 3Y | +9.7% | +52.9% | -43.2% | -6.2% |
| 5Y | -17.2% | -5.1% | -12.0% | -20.3% |
| All | -17.2% | -4.5% | -12.7% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling