+135.8%
XLC vs AWK
+115.1%
+20.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | +3.5% | 0.0% | +3.4% | +3.4% |
| 30D | -2.6% | +15.5% | -18.1% | -6.5% |
| 3M | -2.1% | +10.0% | -12.1% | -4.8% |
| 6M | -5.5% | +20.4% | -25.9% | -10.7% |
| YTD | -6.9% | +17.1% | -24.0% | -11.7% |
| 1Y | -3.7% | +18.3% | -22.0% | -9.1% |
| 3Y | +64.2% | +30.4% | +33.8% | +45.6% |
| 5Y | +43.0% | -2.7% | +45.7% | +40.1% |
| All | +135.8% | +115.1% | +20.7% | +92.8% |
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