+1,502.1%
QLD vs AWK
+157.1%
+1,345.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -3.1% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -14.3% | +14.3% | -28.6% | -20.7% |
| 3M | -16.0% | +10.3% | -26.3% | -21.1% |
| 6M | -14.2% | +18.9% | -33.2% | -23.6% |
| YTD | +12.8% | +17.7% | -5.0% | -0.6% |
| 1Y | +14.1% | +16.9% | -2.8% | +0.7% |
| 3Y | +146.0% | +32.2% | +113.8% | +79.1% |
| 5Y | +82.0% | -2.2% | +84.2% | +71.5% |
| All | +1,502.1% | +157.1% | +1,345.1% | +806.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling