+324.8%
WM vs AWK
+156.2%
+168.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +0.8% | 0.0% | +0.7% | +0.7% |
| 30D | +13.8% | +15.5% | -1.7% | +6.9% |
| 3M | +6.4% | +10.0% | -3.6% | +2.0% |
| 6M | +13.2% | +20.4% | -7.2% | +4.3% |
| YTD | +10.8% | +17.1% | -6.3% | +3.0% |
| 1Y | +20.2% | +18.3% | +1.9% | +11.1% |
| 3Y | +46.5% | +30.4% | +16.1% | +26.8% |
| 5Y | +61.3% | -2.7% | +63.9% | +58.4% |
| 10Y | +324.8% | +154.7% | +170.1% | +180.5% |
| All | +324.8% | +156.2% | +168.6% | +180.5% |
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 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