+2,305.9%
SHW vs AWK
+1,044.2%
+1,261.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +8.1% | +14.3% | -6.2% | +2.6% |
| 3M | -2.8% | +10.3% | -13.1% | -6.5% |
| 6M | +15.0% | +18.9% | -3.9% | +7.3% |
| YTD | +9.0% | +17.7% | -8.7% | +1.6% |
| 1Y | +4.5% | +16.9% | -12.4% | -2.4% |
| 3Y | +41.9% | +32.2% | +9.7% | +23.6% |
| 5Y | +10.7% | -2.2% | +12.9% | +8.3% |
| 10Y | +340.4% | +156.1% | +184.2% | +197.9% |
| All | +2,305.9% | +1,044.2% | +1,261.7% | +754.2% |
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 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