+136.8%
XLP vs AWK
+156.2%
-19.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | +8.3% | +15.5% | -7.2% | +2.3% |
| 3M | +8.7% | +10.0% | -1.3% | +4.6% |
| 6M | +11.2% | +20.4% | -9.2% | +3.1% |
| YTD | +20.0% | +17.1% | +2.9% | +12.1% |
| 1Y | +21.3% | +18.3% | +3.1% | +12.8% |
| 3Y | +43.8% | +30.4% | +13.5% | +26.1% |
| 5Y | +43.3% | -2.7% | +46.0% | +40.3% |
| 10Y | +136.8% | +154.7% | -17.9% | +55.7% |
| All | +136.8% | +156.2% | -19.4% | +55.7% |
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