+9.7%
AWK vs WEC
+42.2%
-32.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.1% |
| 7D | +2.2% | +0.8% | +1.4% | +1.5% |
| 30D | +4.4% | +0.3% | +4.1% | +4.0% |
| 3M | +15.4% | -2.9% | +18.3% | +18.3% |
| 6M | +3.5% | -5.9% | +9.4% | +8.7% |
| YTD | +9.8% | +4.1% | +5.7% | +5.5% |
| 1Y | +3.0% | +3.1% | -0.1% | -0.3% |
| 3Y | +9.7% | +40.8% | -31.1% | -18.7% |
| All | +9.7% | +42.2% | -32.6% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling