-15.7%
AWK vs SCCO
+313.8%
-329.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | -0.3% |
| 7D | -0.7% | -2.7% | +2.0% | -0.7% |
| 30D | +2.8% | -0.2% | +3.0% | +2.7% |
| 3M | +11.3% | +17.8% | -6.4% | +11.0% |
| 6M | +6.7% | +2.3% | +4.5% | +6.7% |
| YTD | +9.4% | +41.6% | -32.2% | +7.7% |
| 1Y | +3.7% | +101.9% | -98.2% | 0.0% |
| 3Y | +9.2% | +186.2% | -176.9% | -0.8% |
| 5Y | -15.7% | +309.7% | -325.4% | -26.8% |
| All | -15.7% | +313.8% | -329.5% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling