+44.7%
WM vs AWK
+29.4%
+15.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +1.2% | +2.7% | -1.5% | +0.3% |
| 30D | +13.7% | +16.7% | -3.0% | +8.3% |
| 3M | +5.2% | +11.7% | -6.5% | +1.5% |
| 6M | +11.2% | +21.9% | -10.7% | +4.7% |
| YTD | +9.4% | +17.6% | -8.2% | +4.0% |
| 1Y | +20.4% | +19.8% | +0.6% | +13.8% |
| 3Y | +44.7% | +31.0% | +13.7% | +38.1% |
| All | +44.7% | +29.4% | +15.3% | +38.1% |
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