+328.7%
WM vs AWK
+146.2%
+182.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | -0.5% | +1.2% | -1.7% | -1.0% |
| 30D | +13.3% | +15.8% | -2.5% | +6.3% |
| 3M | +4.4% | +11.0% | -6.6% | -0.3% |
| 6M | +10.8% | +21.0% | -10.2% | +1.9% |
| YTD | +9.1% | +16.7% | -7.6% | +1.5% |
| 1Y | +19.1% | +17.2% | +2.0% | +10.6% |
| 3Y | +45.7% | +29.2% | +16.5% | +26.7% |
| 5Y | +60.4% | -2.3% | +62.7% | +57.3% |
| 10Y | +328.7% | +150.5% | +178.2% | +185.7% |
| All | +328.7% | +146.2% | +182.5% | +185.7% |
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