+442.3%
WELL vs AWK
+157.1%
+285.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +5.7% | +14.3% | -8.6% | -1.5% |
| 3M | +4.6% | +10.3% | -5.7% | -0.9% |
| 6M | +11.9% | +18.9% | -7.1% | +1.7% |
| YTD | +33.6% | +17.7% | +15.9% | +21.4% |
| 1Y | +29.8% | +16.9% | +12.9% | +18.2% |
| 3Y | +202.2% | +32.2% | +170.0% | +149.5% |
| 5Y | +223.2% | -2.2% | +225.4% | +213.1% |
| All | +442.3% | +157.1% | +285.2% | +191.0% |
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 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