+136.0%
XLC vs AWK
+116.3%
+19.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -1.9% | +14.3% | -16.2% | -5.6% |
| 3M | -3.1% | +10.3% | -13.4% | -5.9% |
| 6M | -6.4% | +18.9% | -25.3% | -11.2% |
| YTD | -6.8% | +17.7% | -24.5% | -11.8% |
| 1Y | -1.7% | +16.9% | -18.5% | -6.8% |
| 3Y | +64.7% | +32.2% | +32.5% | +45.3% |
| 5Y | +41.1% | -2.2% | +43.3% | +38.0% |
| All | +136.0% | +116.3% | +19.7% | +92.7% |
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