+100.5%
WMB vs AWK
+24.3%
+76.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -13.8% | +4.1% | -17.9% | -14.0% |
| 30D | -10.3% | +18.0% | -28.3% | -11.4% |
| 3M | -10.1% | +12.2% | -22.3% | -10.8% |
| 6M | -11.8% | +21.2% | -33.1% | -13.1% |
| YTD | +8.9% | +17.6% | -8.6% | +7.4% |
| 1Y | +14.0% | +19.2% | -5.3% | +12.2% |
| 3Y | +100.5% | +26.7% | +73.8% | +93.3% |
| All | +100.5% | +24.3% | +76.2% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling