+43.3%
XLP vs AWK
-3.5%
+46.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +8.7% | +10.0% | -1.3% | +5.1% |
| 6M | +11.2% | +20.4% | -9.2% | +4.2% |
| YTD | +20.0% | +17.1% | +2.9% | +13.2% |
| 1Y | +21.3% | +18.3% | +3.1% | +13.9% |
| 3Y | +43.8% | +30.4% | +13.5% | +28.2% |
| 5Y | +43.3% | -2.7% | +46.0% | +39.0% |
| All | +43.3% | -3.5% | +46.9% | +39.0% |
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 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