+142.5%
XLC vs AWK
+102.3%
+40.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | +1.7% | -2.6% | -1.3% |
| 30D | +1.0% | +5.6% | -4.5% | -0.5% |
| 3M | -0.7% | +15.9% | -16.6% | -5.0% |
| 6M | -5.1% | +4.6% | -9.7% | -6.8% |
| YTD | -4.3% | +10.1% | -14.3% | -7.5% |
| 1Y | -0.6% | +2.1% | -2.7% | -1.9% |
| 3Y | +72.7% | +9.8% | +62.9% | +62.5% |
| 5Y | +38.0% | -15.4% | +53.3% | +41.3% |
| All | +142.5% | +102.3% | +40.2% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling