+37.8%
XLC vs AWK
-15.0%
+52.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +0.6% | +2.2% | -1.6% | +0.1% |
| 30D | +0.2% | +4.4% | -4.2% | -0.7% |
| 3M | +0.6% | +15.4% | -14.7% | -2.5% |
| 6M | -4.5% | +3.5% | -8.0% | -5.4% |
| YTD | -4.7% | +9.8% | -14.5% | -7.0% |
| 1Y | -1.7% | +3.0% | -4.6% | -2.7% |
| 3Y | +72.3% | +9.7% | +62.6% | +64.2% |
| 5Y | +37.8% | -17.2% | +54.9% | +35.4% |
| All | +37.8% | -15.0% | +52.8% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling