+358.3%
SE vs AWK
+103.1%
+255.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -1.5% | -2.6% | +1.1% | -0.6% |
| 30D | -22.3% | +14.2% | -36.5% | -25.8% |
| 3M | -41.8% | +10.0% | -51.9% | -43.8% |
| 6M | -22.4% | +17.1% | -39.5% | -27.0% |
| YTD | -41.6% | +16.1% | -57.7% | -45.4% |
| 1Y | -48.0% | +17.5% | -65.5% | -51.7% |
| 3Y | +63.9% | +29.3% | +34.5% | +36.5% |
| 5Y | -78.2% | -3.5% | -74.7% | -78.7% |
| All | +358.3% | +103.1% | +255.2% | +199.3% |
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