+969.7%
AWK vs WCC
+806.9%
+162.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.6% |
| 7D | +1.7% | +4.5% | -2.7% | +1.2% |
| 30D | +5.6% | -5.8% | +11.4% | +6.2% |
| 3M | +15.9% | -3.7% | +19.5% | +15.8% |
| 6M | +4.6% | +23.1% | -18.5% | +1.0% |
| YTD | +10.1% | +44.2% | -34.1% | +3.9% |
| 1Y | +2.1% | +62.1% | -60.0% | -5.5% |
| 3Y | +9.8% | +121.1% | -111.3% | -5.7% |
| 5Y | -15.4% | +214.0% | -229.3% | -32.9% |
| 10Y | +129.4% | +472.8% | -343.4% | +52.2% |
| All | +969.7% | +806.9% | +162.8% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling