+306.4%
WM vs AWK
+126.5%
+180.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +1.7% | -2.0% | -1.1% |
| 30D | -2.4% | +5.6% | -7.9% | -4.7% |
| 3M | +0.4% | +15.9% | -15.4% | -5.8% |
| 6M | -9.5% | +4.6% | -14.1% | -11.4% |
| YTD | +0.5% | +10.1% | -9.5% | -4.0% |
| 1Y | -1.1% | +2.1% | -3.2% | -2.7% |
| 3Y | +46.0% | +9.8% | +36.2% | +36.6% |
| 5Y | +51.8% | -15.4% | +67.2% | +58.9% |
| All | +306.4% | +126.5% | +180.0% | +172.5% |
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