+7.2%
XLP vs AWK
+1.1%
+6.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.4% | +2.2% | -3.6% | -2.1% |
| 30D | -1.3% | +4.4% | -5.7% | -2.6% |
| 3M | +1.8% | +15.4% | -13.5% | -2.0% |
| 6M | -0.8% | +3.5% | -4.3% | -2.2% |
| YTD | +9.5% | +9.8% | -0.3% | +6.6% |
| 1Y | +7.2% | +3.0% | +4.2% | +6.0% |
| All | +7.2% | +1.1% | +6.1% | +6.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling