+435.7%
XLP vs AWK
+1,058.8%
-623.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.4% |
| 7D | +3.5% | +7.2% | -3.7% | +0.9% |
| 30D | +11.6% | +19.0% | -7.5% | +4.7% |
| 3M | +7.6% | +14.4% | -6.7% | +2.4% |
| 6M | +10.0% | +22.6% | -12.6% | +2.0% |
| YTD | +19.7% | +19.2% | +0.5% | +11.7% |
| 1Y | +23.5% | +19.6% | +3.9% | +15.0% |
| 3Y | +44.0% | +26.1% | +17.9% | +29.6% |
| 5Y | +42.7% | +0.1% | +42.6% | +38.3% |
| 10Y | +131.3% | +163.3% | -32.0% | +56.8% |
| All | +435.7% | +1,058.8% | -623.0% | +117.6% |
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