+1,044.2%
AWK vs WCC
+731.5%
+312.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.6% |
| 7D | +0.1% | +9.9% | -9.8% | -1.0% |
| 30D | +14.3% | -8.4% | +22.7% | +14.9% |
| 3M | +10.3% | -10.3% | +20.6% | +10.9% |
| 6M | +18.9% | -10.5% | +29.4% | +19.1% |
| YTD | +17.7% | +32.2% | -14.5% | +11.6% |
| 1Y | +16.9% | +25.5% | -8.7% | +11.4% |
| 3Y | +32.2% | +134.7% | -102.5% | +11.6% |
| 5Y | -2.2% | +139.9% | -142.1% | -19.9% |
| 10Y | +156.1% | +433.5% | -277.3% | +70.6% |
| All | +1,044.2% | +731.5% | +312.7% | +513.8% |
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