+1,006.7%
WM vs AWK
+1,058.8%
-52.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.4% |
| 7D | +4.5% | +7.2% | -2.7% | +1.5% |
| 30D | +16.1% | +19.0% | -3.0% | +8.0% |
| 3M | +8.0% | +14.4% | -6.3% | +2.1% |
| 6M | +8.4% | +22.6% | -14.2% | -0.5% |
| YTD | +11.2% | +19.2% | -8.0% | +2.9% |
| 1Y | +22.3% | +19.6% | +2.8% | +12.9% |
| 3Y | +50.2% | +26.1% | +24.1% | +33.2% |
| 5Y | +63.3% | +0.1% | +63.2% | +57.9% |
| 10Y | +355.0% | +163.3% | +191.7% | +189.2% |
| All | +1,006.7% | +1,058.8% | -52.0% | +262.7% |
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 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