+313.2%
WMB vs AWK
+128.1%
+185.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +4.6% | +4.3% | +0.3% | +3.6% |
| 3M | +5.7% | +12.5% | -6.8% | +2.8% |
| 6M | +4.2% | +3.3% | +0.9% | +3.1% |
| YTD | +26.8% | +9.8% | +17.1% | +23.6% |
| 1Y | +34.7% | +2.9% | +31.8% | +33.1% |
| 3Y | +146.8% | +9.6% | +137.2% | +136.9% |
| 5Y | +285.0% | -16.7% | +301.7% | +291.5% |
| 10Y | +313.2% | +136.1% | +177.1% | +210.6% |
| All | +313.2% | +128.1% | +185.1% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling