+1,040.9%
WELL vs AWK
+1,034.4%
+6.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +3.5% | +1.2% | +2.3% | +2.8% |
| 30D | +9.7% | +15.8% | -6.1% | +1.4% |
| 3M | +4.8% | +11.0% | -6.2% | -1.2% |
| 6M | +16.1% | +21.0% | -4.9% | +4.5% |
| YTD | +34.7% | +16.7% | +18.0% | +22.8% |
| 1Y | +31.9% | +17.2% | +14.8% | +19.8% |
| 3Y | +209.9% | +29.2% | +180.7% | +159.7% |
| 5Y | +226.5% | -2.3% | +228.8% | +215.1% |
| 10Y | +455.3% | +150.5% | +304.7% | +212.3% |
| All | +1,040.9% | +1,034.4% | +6.4% | +171.5% |
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