+211.0%
WELL vs AWK
-15.0%
+226.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.3% | +2.2% | -3.5% | -2.2% |
| 30D | +0.5% | +4.4% | -3.9% | -1.3% |
| 3M | +19.1% | +15.4% | +3.7% | +12.2% |
| 6M | +17.0% | +3.5% | +13.5% | +14.8% |
| YTD | +29.2% | +9.8% | +19.4% | +23.6% |
| 1Y | +42.1% | +3.0% | +39.2% | +39.3% |
| 3Y | +204.5% | +9.7% | +194.9% | +185.3% |
| 5Y | +211.0% | -17.2% | +228.1% | +208.6% |
| All | +211.0% | -15.0% | +226.0% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling