+145.0%
WFC vs AWK
+132.0%
+13.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.4% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | +1.5% | +2.1% | -0.5% | +0.9% |
| 3M | +10.2% | +11.4% | -1.2% | +6.4% |
| 6M | +18.8% | +3.9% | +14.9% | +16.9% |
| YTD | -1.5% | +7.7% | -9.2% | -4.5% |
| 1Y | +13.5% | +1.3% | +12.2% | +12.1% |
| 3Y | +135.0% | +7.2% | +127.8% | +121.2% |
| 5Y | +130.1% | -17.0% | +147.1% | +135.8% |
| All | +145.0% | +132.0% | +13.0% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling