Stock and ETF performance explorer

SYY vs AWK

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1mo.

Portfolio and benchmark returns by period
Period	Portfolio	AWK	Excess	Alpha
1D	-1.3%	-0.1%	-1.1%	N/A
7D	-2.3%	+1.7%	-4.0%	N/A
All	-4.6%	+5.5%	-10.1%	N/A

Daily percentage return beside AWK.

Portfolio return minus AWK return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1mo: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.