+113.2%
WDC vs AWK
+20.7%
+92.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -4.0% |
| 7D | -18.3% | +7.0% | -25.4% | -10.7% |
| 30D | -26.7% | +17.0% | -43.7% | -10.1% |
| 3M | -40.9% | +12.4% | -53.3% | -30.1% |
| 6M | -26.8% | +19.6% | -46.3% | -6.1% |
| YTD | +88.2% | +17.0% | +71.1% | +139.2% |
| 1Y | +113.2% | +20.0% | +93.2% | +173.8% |
| All | +113.2% | +20.7% | +92.5% | +173.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling