+173.2%
WBD vs AWK
+969.7%
-796.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.8% | +1.7% | -3.5% | -2.4% |
| 30D | +8.8% | +5.6% | +3.2% | +6.7% |
| 3M | +4.6% | +15.9% | -11.2% | -0.9% |
| 6M | +1.1% | +4.6% | -3.5% | -1.1% |
| YTD | -2.0% | +10.1% | -12.0% | -6.1% |
| 1Y | +140.0% | +2.1% | +137.9% | +135.5% |
| 3Y | +144.4% | +9.8% | +134.5% | +128.0% |
| 5Y | -0.2% | -15.4% | +15.1% | +1.3% |
| 10Y | +9.1% | +129.4% | -120.3% | -30.9% |
| All | +173.2% | +969.7% | -796.5% | -26.3% |
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