+1,044.2%
AWK vs WCN
+1,493.1%
-448.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +0.1% | +2.6% | -2.5% | -1.0% |
| 30D | +14.3% | +23.9% | -9.7% | +4.2% |
| 3M | +10.3% | +17.4% | -7.1% | +2.9% |
| 6M | +18.9% | +28.0% | -9.1% | +6.8% |
| YTD | +17.7% | +11.6% | +6.2% | +11.4% |
| 1Y | +16.9% | +16.9% | 0.0% | +8.3% |
| 3Y | +32.2% | +51.6% | -19.4% | +8.9% |
| 5Y | -2.2% | +48.0% | -50.1% | -19.0% |
| 10Y | +156.1% | +322.6% | -166.4% | +46.3% |
| All | +1,044.2% | +1,493.1% | -448.9% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling