+393.3%
XLP vs AWK
+969.7%
-576.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.0% | +1.7% | -2.8% | -1.6% |
| 30D | -0.9% | +5.6% | -6.5% | -2.8% |
| 3M | +3.8% | +15.9% | -12.0% | -1.7% |
| 6M | -1.7% | +4.6% | -6.3% | -3.6% |
| YTD | +10.3% | +10.1% | +0.2% | +6.0% |
| 1Y | +7.8% | +2.1% | +5.7% | +6.3% |
| 3Y | +27.2% | +9.8% | +17.4% | +20.3% |
| 5Y | +32.5% | -15.4% | +47.9% | +36.4% |
| 10Y | +101.8% | +129.4% | -27.6% | +43.4% |
| All | +393.3% | +969.7% | -576.3% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling