+32.9%
WMB vs AWK
+1.8%
+31.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | +0.6% | +1.7% | -1.2% | +0.5% |
| 30D | +3.3% | +5.6% | -2.3% | +3.0% |
| 3M | +3.1% | +15.9% | -12.7% | +2.7% |
| 6M | -0.7% | +4.6% | -5.3% | -1.4% |
| YTD | +25.2% | +10.1% | +15.1% | +24.1% |
| 1Y | +32.9% | +2.1% | +30.8% | +34.3% |
| All | +32.9% | +1.8% | +31.1% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling