+330.3%
WM vs AWK
+157.1%
+173.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +13.0% | +14.3% | -1.3% | +6.6% |
| 3M | +9.2% | +10.3% | -1.1% | +4.6% |
| 6M | +13.6% | +18.9% | -5.3% | +5.2% |
| YTD | +12.4% | +17.7% | -5.3% | +4.2% |
| 1Y | +21.2% | +16.9% | +4.4% | +12.6% |
| 3Y | +48.7% | +32.2% | +16.5% | +27.9% |
| 5Y | +61.9% | -2.2% | +64.1% | +58.6% |
| All | +330.3% | +157.1% | +173.3% | +182.6% |
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