+1,188.5%
WDC vs AWK
+132.0%
+1,056.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.8% |
| 7D | -4.3% | -2.1% | -2.2% | -4.0% |
| 30D | -1.5% | +2.1% | -3.5% | -1.8% |
| 3M | -15.5% | +11.4% | -26.9% | -17.4% |
| 6M | +66.5% | +3.9% | +62.5% | +64.3% |
| YTD | +159.9% | +7.7% | +152.2% | +153.9% |
| 1Y | +366.0% | +1.3% | +364.7% | +359.5% |
| 3Y | +1,285.8% | +7.2% | +1,278.7% | +1,206.3% |
| 5Y | +925.6% | -17.0% | +942.6% | +946.3% |
| All | +1,188.5% | +132.0% | +1,056.5% | +910.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling