+992.6%
WDC vs AWK
-15.0%
+1,007.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.1% |
| 7D | +6.0% | +2.2% | +3.8% | +6.3% |
| 30D | +9.9% | +4.4% | +5.5% | +10.6% |
| 3M | -9.4% | +15.4% | -24.8% | -8.3% |
| 6M | +94.7% | +3.5% | +91.2% | +96.9% |
| YTD | +177.4% | +9.8% | +167.6% | +180.1% |
| 1Y | +412.6% | +3.0% | +409.6% | +419.6% |
| 3Y | +1,359.8% | +9.7% | +1,350.1% | +1,336.1% |
| 5Y | +992.6% | -17.2% | +1,009.7% | +945.8% |
| All | +992.6% | -15.0% | +1,007.6% | +945.8% |
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 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