+608.2%
WDC vs AWK
-3.5%
+611.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.2% |
| 7D | -3.2% | 0.0% | -3.3% | -3.2% |
| 30D | -19.0% | +15.5% | -34.6% | -16.9% |
| 3M | -28.4% | +10.0% | -38.4% | -26.9% |
| 6M | -39.2% | +20.4% | -59.6% | -37.5% |
| YTD | +82.1% | +17.1% | +65.0% | +87.0% |
| 1Y | +84.7% | +18.3% | +66.4% | +89.5% |
| 3Y | +825.6% | +30.4% | +795.3% | +781.5% |
| 5Y | +608.2% | -2.7% | +610.8% | +612.0% |
| All | +608.2% | -3.5% | +611.7% | +612.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling