+2,189.4%
SHW vs AWK
+969.7%
+1,219.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -3.2% | +1.7% | -5.0% | -3.9% |
| 30D | -9.5% | +5.6% | -15.1% | -11.5% |
| 3M | +11.5% | +15.9% | -4.4% | +5.1% |
| 6M | -3.5% | +4.6% | -8.1% | -5.5% |
| YTD | +3.7% | +10.1% | -6.3% | -0.7% |
| 1Y | -7.9% | +2.1% | -10.0% | -9.5% |
| 3Y | +24.7% | +9.8% | +14.9% | +17.0% |
| 5Y | +13.6% | -15.4% | +28.9% | +17.4% |
| 10Y | +283.0% | +129.4% | +153.6% | +169.9% |
| All | +2,189.4% | +969.7% | +1,219.7% | +735.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling