+209.9%
WELL vs AWK
+27.0%
+182.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.5% | +1.2% | +2.3% | +3.1% |
| 30D | +9.7% | +15.8% | -6.1% | +4.7% |
| 3M | +4.8% | +11.0% | -6.2% | +1.2% |
| 6M | +16.1% | +21.0% | -4.9% | +9.1% |
| YTD | +34.7% | +16.7% | +18.0% | +27.5% |
| 1Y | +31.9% | +17.2% | +14.8% | +24.6% |
| 3Y | +209.9% | +29.2% | +180.7% | +182.8% |
| All | +209.9% | +27.0% | +182.9% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling