-3.0%
AWK vs WCC
+145.3%
-148.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.7% | -9.9% | +12.6% | +2.9% |
| 30D | +16.7% | -13.4% | +30.1% | +17.0% |
| 3M | +11.7% | -13.5% | +25.2% | +12.0% |
| 6M | +21.9% | -10.6% | +32.5% | +22.0% |
| YTD | +17.6% | +30.1% | -12.5% | +14.8% |
| 1Y | +19.8% | +22.3% | -2.5% | +17.4% |
| 3Y | +31.0% | +130.3% | -99.3% | +16.2% |
| 5Y | -3.0% | +144.5% | -147.5% | -16.4% |
| All | -3.0% | +145.3% | -148.3% | -16.4% |
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