+642.9%
WDC vs AWK
+157.1%
+485.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.1% |
| 7D | +12.1% | +0.1% | +11.9% | +12.0% |
| 30D | -18.8% | +14.3% | -33.1% | -20.1% |
| 3M | -39.3% | +10.3% | -49.6% | -40.1% |
| 6M | -40.1% | +18.9% | -59.1% | -41.9% |
| YTD | +71.8% | +17.7% | +54.1% | +66.0% |
| 1Y | +88.5% | +16.9% | +71.6% | +82.1% |
| 3Y | +770.0% | +32.2% | +737.8% | +677.0% |
| 5Y | +549.0% | -2.2% | +551.2% | +538.8% |
| All | +642.9% | +157.1% | +485.8% | +500.1% |
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