+23.7%
WMB vs AWK
+20.7%
+3.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.3% |
| 7D | -8.6% | +7.0% | -15.7% | -8.6% |
| 30D | -4.2% | +17.0% | -21.2% | -4.5% |
| 3M | -4.4% | +12.4% | -16.8% | -4.5% |
| 6M | -8.7% | +19.6% | -28.3% | -9.1% |
| YTD | +15.4% | +17.0% | -1.7% | +14.5% |
| 1Y | +23.7% | +20.0% | +3.7% | +22.3% |
| All | +23.7% | +20.7% | +3.1% | +22.3% |
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