+128.5%
AWK vs WCC
+541.6%
-413.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.3% | -1.8% |
| 7D | -2.1% | +1.5% | -3.7% | -2.3% |
| 30D | +2.1% | -2.1% | +4.2% | +2.1% |
| 3M | +11.4% | +3.8% | +7.6% | +10.7% |
| 6M | +3.9% | +35.0% | -31.1% | +0.8% |
| YTD | +7.7% | +46.4% | -38.7% | +3.5% |
| 1Y | +1.3% | +63.0% | -61.7% | -3.9% |
| 3Y | +7.2% | +133.9% | -126.8% | -4.8% |
| 5Y | -17.0% | +226.5% | -243.5% | -30.5% |
| All | +128.5% | +541.6% | -413.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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