+1,028.7%
AWK vs WAT
+698.1%
+330.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.4% |
| 7D | -2.6% | +2.0% | -4.6% | -3.1% |
| 30D | +14.2% | +7.7% | +6.5% | +12.0% |
| 3M | +10.0% | +11.1% | -1.0% | +7.0% |
| 6M | +17.1% | +31.2% | -14.1% | +9.1% |
| YTD | +16.1% | +21.7% | -5.6% | +9.1% |
| 1Y | +17.5% | +19.3% | -1.8% | +10.8% |
| 3Y | +29.3% | +80.6% | -51.3% | +4.7% |
| 5Y | -3.5% | +29.5% | -33.0% | -15.6% |
| 10Y | +152.7% | +225.3% | -72.6% | +65.9% |
| All | +1,028.7% | +698.1% | +330.6% | +441.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling