+128.5%
AWK vs SCCO
+1,104.1%
-975.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.1% | -2.7% | +0.5% | -2.0% |
| 30D | +2.1% | -0.7% | +2.8% | +2.0% |
| 3M | +11.4% | +8.1% | +3.3% | +10.6% |
| 6M | +3.9% | +4.1% | -0.2% | +3.1% |
| YTD | +7.7% | +41.1% | -33.4% | +3.9% |
| 1Y | +1.3% | +95.6% | -94.3% | -5.3% |
| 3Y | +7.2% | +179.3% | -172.1% | -5.6% |
| 5Y | -17.0% | +308.3% | -325.3% | -31.1% |
| All | +128.5% | +1,104.1% | -975.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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