-36.3%
WDC vs AWK
+19.2%
-55.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -2.1% |
| 7D | +16.3% | -2.6% | +18.9% | +11.1% |
| 30D | -18.3% | +14.2% | -32.4% | +4.0% |
| 3M | -31.4% | +10.0% | -41.5% | -16.5% |
| 6M | -36.3% | +17.1% | -53.4% | -12.8% |
| All | -36.3% | +19.2% | -55.5% | -12.8% |
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 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