+969.7%
AWK vs WAT
+606.9%
+362.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.7% | -1.3% | +3.0% | +2.0% |
| 30D | +5.6% | +2.3% | +3.2% | +4.9% |
| 3M | +15.9% | +8.7% | +7.1% | +13.4% |
| 6M | +4.6% | +28.3% | -23.7% | -2.4% |
| YTD | +10.1% | +7.8% | +2.3% | +6.6% |
| 1Y | +2.1% | +36.6% | -34.5% | -7.2% |
| 3Y | +9.8% | +45.7% | -35.8% | -5.8% |
| 5Y | -15.4% | -3.3% | -12.0% | -20.0% |
| 10Y | +129.4% | +162.1% | -32.7% | +58.9% |
| All | +969.7% | +606.9% | +362.7% | +429.2% |
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