+103.1%
XLP vs AWK
+126.5%
-23.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.0% | +1.7% | -2.8% | -1.7% |
| 30D | -0.9% | +5.6% | -6.5% | -3.0% |
| 3M | +3.8% | +15.9% | -12.0% | -2.1% |
| 6M | -1.7% | +4.6% | -6.3% | -3.8% |
| YTD | +10.3% | +10.1% | +0.2% | +5.6% |
| 1Y | +7.8% | +2.1% | +5.7% | +6.1% |
| 3Y | +27.2% | +9.8% | +17.4% | +19.5% |
| 5Y | +32.5% | -15.4% | +47.9% | +37.4% |
| All | +103.1% | +126.5% | -23.3% | +36.8% |
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