+989.3%
WELL vs AWK
+969.7%
+19.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | +1.7% | -2.5% | -1.7% |
| 30D | -0.1% | +5.6% | -5.7% | -3.1% |
| 3M | +18.0% | +15.9% | +2.2% | +8.9% |
| 6M | +15.0% | +4.6% | +10.4% | +11.6% |
| YTD | +28.6% | +10.1% | +18.6% | +21.1% |
| 1Y | +42.9% | +2.1% | +40.8% | +39.5% |
| 3Y | +203.0% | +9.8% | +193.2% | +177.7% |
| 5Y | +206.9% | -15.4% | +222.2% | +220.2% |
| 10Y | +339.5% | +129.4% | +210.1% | +159.6% |
| All | +989.3% | +969.7% | +19.6% | +167.9% |
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