+7.8%
WBD vs AWK
-17.3%
+25.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | +4.2% | +2.8% | +1.4% | +3.3% |
| 3M | +7.5% | +11.3% | -3.8% | +4.0% |
| 6M | +1.6% | +6.7% | -5.1% | -0.8% |
| YTD | -2.2% | +9.4% | -11.5% | -5.4% |
| 1Y | +124.9% | +3.7% | +121.2% | +120.6% |
| 3Y | +149.1% | +9.2% | +139.9% | +128.1% |
| 5Y | +7.8% | -15.7% | +23.5% | -10.8% |
| All | +7.8% | -17.3% | +25.1% | -10.8% |
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