-16.7%
AWK vs WCN
+27.0%
-43.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.5% |
| 7D | +0.6% | -1.7% | +2.3% | +1.4% |
| 30D | +4.3% | -3.0% | +7.3% | +5.8% |
| 3M | +12.5% | +2.5% | +10.0% | +11.1% |
| 6M | +3.3% | -5.7% | +9.0% | +5.9% |
| YTD | +9.8% | -7.4% | +17.2% | +13.1% |
| 1Y | +2.9% | -8.6% | +11.5% | +6.5% |
| 3Y | +9.6% | +19.4% | -9.8% | -4.1% |
| 5Y | -16.7% | +27.2% | -43.9% | -30.7% |
| All | -16.7% | +27.0% | -43.7% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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