-39.2%
WDC vs AWK
+20.6%
-59.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +7.5% |
| 7D | -3.2% | 0.0% | -3.3% | -2.4% |
| 30D | -19.0% | +15.5% | -34.6% | +5.5% |
| 3M | -28.4% | +10.0% | -38.4% | -12.6% |
| 6M | -39.2% | +20.4% | -59.6% | -13.0% |
| All | -39.2% | +20.6% | -59.8% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling