+2.1%
AWK vs WEC
+1.8%
+0.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +5.6% | -1.3% | +6.9% | +6.4% |
| 3M | +15.9% | -3.9% | +19.8% | +19.7% |
| 6M | +4.6% | -8.3% | +12.9% | +11.8% |
| YTD | +10.1% | +3.1% | +7.0% | +7.4% |
| 1Y | +2.1% | +1.9% | +0.2% | +0.9% |
| All | +2.1% | +1.8% | +0.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling