+132.1%
AWK vs WEC
+146.6%
-14.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.3% |
| 7D | -0.7% | -1.3% | +0.5% | +0.3% |
| 30D | +2.8% | -0.4% | +3.2% | +3.0% |
| 3M | +11.3% | -6.8% | +18.1% | +18.0% |
| 6M | +6.7% | -6.4% | +13.1% | +12.4% |
| YTD | +9.4% | +2.5% | +6.9% | +6.7% |
| 1Y | +3.7% | -0.4% | +4.1% | +3.6% |
| 3Y | +9.2% | +38.5% | -29.3% | -17.6% |
| 5Y | -15.7% | +31.7% | -47.4% | -34.1% |
| All | +132.1% | +146.6% | -14.5% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling