+1,359.8%
WDC vs AWK
+9.6%
+1,350.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.0% |
| 7D | +6.0% | +2.2% | +3.8% | +7.2% |
| 30D | +9.9% | +4.4% | +5.5% | +12.8% |
| 3M | -9.4% | +15.4% | -24.8% | -2.0% |
| 6M | +94.7% | +3.5% | +91.2% | +103.3% |
| YTD | +177.4% | +9.8% | +167.6% | +196.5% |
| 1Y | +412.6% | +3.0% | +409.6% | +441.2% |
| 3Y | +1,359.8% | +9.7% | +1,350.1% | +1,507.1% |
| All | +1,359.8% | +9.6% | +1,350.2% | +1,507.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling