+1,044.2%
AWK vs WY
+70.1%
+974.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +0.1% | -0.8% | +1.0% | +0.3% |
| 30D | +14.3% | +10.1% | +4.2% | +11.3% |
| 3M | +10.3% | -15.4% | +25.7% | +15.1% |
| 6M | +18.9% | -8.3% | +27.3% | +21.3% |
| YTD | +17.7% | -9.8% | +27.5% | +20.0% |
| 1Y | +16.9% | -3.9% | +20.7% | +17.0% |
| 3Y | +32.2% | -23.3% | +55.5% | +39.2% |
| 5Y | -2.2% | -31.2% | +29.0% | +5.2% |
| 10Y | +156.1% | +5.5% | +150.6% | +128.9% |
| All | +1,044.2% | +70.1% | +974.1% | +667.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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