-16.7%
AWK vs WCC
+228.2%
-244.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.6% | +6.8% | -6.2% | +0.4% |
| 30D | +4.3% | -3.0% | +7.3% | +4.4% |
| 3M | +12.5% | +0.2% | +12.3% | +12.4% |
| 6M | +3.3% | +33.2% | -29.9% | +1.5% |
| YTD | +9.8% | +45.8% | -36.1% | +7.1% |
| 1Y | +2.9% | +68.4% | -65.5% | -0.9% |
| 3Y | +9.6% | +131.1% | -121.5% | -1.1% |
| 5Y | -16.7% | +225.6% | -242.3% | -28.6% |
| All | -16.7% | +228.2% | -244.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling