+141.3%
XLC vs AWK
+101.0%
+40.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | +0.2% | +2.8% | -2.6% | -0.6% |
| 3M | +0.7% | +11.3% | -10.6% | -2.5% |
| 6M | -4.5% | +6.7% | -11.2% | -6.6% |
| YTD | -4.7% | +9.4% | -14.1% | -7.8% |
| 1Y | -1.5% | +3.7% | -5.2% | -3.3% |
| 3Y | +72.2% | +9.2% | +63.0% | +62.4% |
| 5Y | +39.3% | -15.7% | +55.0% | +42.8% |
| All | +141.3% | +101.0% | +40.3% | +101.4% |
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