+125.6%
WFC vs AWK
+29.7%
+95.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | -0.1% |
| 7D | +1.7% | -2.6% | +4.3% | +1.7% |
| 30D | +6.8% | +14.2% | -7.3% | +7.2% |
| 3M | -3.0% | +10.0% | -13.0% | -2.8% |
| 6M | +15.4% | +17.1% | -1.7% | +15.9% |
| YTD | -5.9% | +16.1% | -22.0% | -5.5% |
| 1Y | +1.7% | +17.5% | -15.9% | +2.1% |
| All | +125.6% | +29.7% | +95.8% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling