+1,604.3%
WDC vs AWK
+1,028.7%
+575.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +16.3% | -2.6% | +18.9% | +17.1% |
| 30D | -18.3% | +14.2% | -32.4% | -21.6% |
| 3M | -31.4% | +10.0% | -41.5% | -33.8% |
| 6M | -36.3% | +17.1% | -53.4% | -40.3% |
| YTD | +80.8% | +16.1% | +64.7% | +68.4% |
| 1Y | +87.7% | +17.5% | +70.2% | +73.6% |
| 3Y | +819.4% | +29.3% | +790.1% | +680.6% |
| 5Y | +583.2% | -3.5% | +586.7% | +548.7% |
| 10Y | +689.8% | +152.7% | +537.1% | +360.9% |
| All | +1,604.3% | +1,028.7% | +575.6% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling