+711.7%
WMT vs AWK
+967.2%
-255.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.1% | +2.2% | -2.0% | -0.5% |
| 30D | -5.0% | +4.4% | -9.4% | -6.2% |
| 3M | -11.3% | +15.4% | -26.7% | -15.1% |
| 6M | -13.8% | +3.5% | -17.3% | -14.9% |
| YTD | -4.2% | +9.8% | -14.0% | -7.2% |
| 1Y | +4.6% | +3.0% | +1.6% | +3.1% |
| 3Y | +100.5% | +9.7% | +90.8% | +90.6% |
| 5Y | +129.7% | -17.2% | +146.8% | +136.5% |
| 10Y | +423.4% | +126.1% | +297.4% | +283.1% |
| All | +711.7% | +967.2% | -255.5% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling