+983.8%
WM vs AWK
+1,042.6%
-58.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | +1.2% | +4.1% | -2.9% | -0.5% |
| 30D | +13.1% | +18.0% | -4.9% | +5.6% |
| 3M | +3.6% | +12.2% | -8.6% | -1.3% |
| 6M | +8.1% | +21.2% | -13.2% | -0.3% |
| YTD | +8.9% | +17.6% | -8.6% | +1.4% |
| 1Y | +20.3% | +19.2% | +1.1% | +11.2% |
| 3Y | +46.2% | +26.7% | +19.4% | +29.3% |
| 5Y | +59.9% | -1.3% | +61.2% | +55.6% |
| 10Y | +345.6% | +159.7% | +185.9% | +184.9% |
| All | +983.8% | +1,042.6% | -58.8% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling