+1,046.2%
WELL vs AWK
+1,043.1%
+3.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +3.0% | +2.7% | +0.4% | +1.6% |
| 30D | +10.2% | +16.7% | -6.4% | +1.5% |
| 3M | +6.1% | +11.7% | -5.6% | -0.3% |
| 6M | +16.6% | +21.9% | -5.3% | +4.5% |
| YTD | +35.3% | +17.6% | +17.7% | +22.9% |
| 1Y | +31.5% | +19.8% | +11.7% | +18.0% |
| 3Y | +206.5% | +31.0% | +175.5% | +155.0% |
| 5Y | +222.0% | -3.0% | +224.9% | +212.0% |
| 10Y | +473.8% | +156.8% | +317.0% | +218.5% |
| All | +1,046.2% | +1,043.1% | +3.1% | +171.7% |
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