+417.4%
WDC vs AWK
+1.8%
+415.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.7% |
| 7D | +1.7% | +1.7% | 0.0% | +3.8% |
| 30D | -10.0% | +5.6% | -15.5% | -3.7% |
| 3M | -18.8% | +15.9% | -34.6% | -3.5% |
| 6M | +79.0% | +4.6% | +74.5% | +97.4% |
| YTD | +171.6% | +10.1% | +161.5% | +213.2% |
| 1Y | +417.4% | +2.1% | +415.3% | +469.2% |
| All | +417.4% | +1.8% | +415.6% | +469.2% |
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 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