+62.9%
XLC vs AWK
+29.4%
+33.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +6.2% | +2.7% | +3.5% | +6.3% |
| 30D | -2.4% | +16.7% | -19.0% | -2.2% |
| 3M | -3.3% | +11.7% | -15.1% | -3.2% |
| 6M | -7.3% | +21.9% | -29.2% | -7.0% |
| YTD | -7.6% | +17.6% | -25.2% | -7.4% |
| 1Y | -3.7% | +19.8% | -23.5% | -3.4% |
| 3Y | +62.9% | +31.0% | +31.9% | +60.4% |
| All | +62.9% | +29.4% | +33.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling