+44.0%
XLP vs AWK
-2.4%
+46.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +7.3% | +14.3% | -7.0% | +2.5% |
| 3M | +8.1% | +10.3% | -2.2% | +4.4% |
| 6M | +10.5% | +18.9% | -8.5% | +4.0% |
| YTD | +21.2% | +17.7% | +3.5% | +14.1% |
| 1Y | +22.7% | +16.9% | +5.9% | +15.7% |
| 3Y | +44.8% | +32.2% | +12.6% | +28.4% |
| All | +44.0% | -2.4% | +46.5% | +40.7% |
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 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