+428.1%
WMT vs AWK
+132.0%
+296.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.8% |
| 7D | 0.0% | -2.1% | +2.1% | +0.7% |
| 30D | -7.4% | +2.1% | -9.5% | -8.0% |
| 3M | -10.9% | +11.4% | -22.2% | -13.8% |
| 6M | -12.7% | +3.9% | -16.6% | -13.9% |
| YTD | -3.2% | +7.7% | -10.9% | -5.7% |
| 1Y | +5.3% | +1.3% | +4.0% | +4.3% |
| 3Y | +101.9% | +7.2% | +94.7% | +93.3% |
| 5Y | +134.6% | -17.0% | +151.6% | +142.7% |
| All | +428.1% | +132.0% | +296.1% | +291.2% |
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