+12.9%
SHW vs AWK
-16.7%
+29.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -11.4% | +4.3% | -15.7% | -13.0% |
| 3M | +3.5% | +12.5% | -9.0% | -1.7% |
| 6M | -3.4% | +3.3% | -6.7% | -5.0% |
| YTD | -0.3% | +9.8% | -10.1% | -4.9% |
| 1Y | -10.4% | +2.9% | -13.3% | -12.3% |
| 3Y | +21.3% | +9.6% | +11.7% | +12.3% |
| 5Y | +12.9% | -16.7% | +29.5% | +17.2% |
| All | +12.9% | -16.7% | +29.6% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling