+356.5%
WELL vs AWK
+128.1%
+228.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | +0.7% | +4.3% | -3.5% | -1.6% |
| 3M | +14.5% | +12.5% | +2.0% | +7.3% |
| 6M | +14.4% | +3.3% | +11.1% | +11.8% |
| YTD | +28.5% | +9.8% | +18.7% | +21.2% |
| 1Y | +41.8% | +2.9% | +38.9% | +37.9% |
| 3Y | +202.8% | +9.6% | +193.2% | +177.7% |
| 5Y | +208.8% | -16.7% | +225.5% | +227.6% |
| 10Y | +356.5% | +136.1% | +220.4% | +153.8% |
| All | +356.5% | +128.1% | +228.5% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling