+31.0%
AWK vs WEC
+62.9%
-31.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +2.7% | +1.4% | +1.3% | +1.5% |
| 30D | +16.7% | +12.8% | +3.9% | +5.6% |
| 3M | +11.7% | +11.2% | +0.5% | +2.1% |
| 6M | +21.9% | +6.6% | +15.3% | +15.5% |
| YTD | +17.6% | +13.8% | +3.8% | +4.9% |
| 1Y | +19.8% | +7.6% | +12.2% | +12.1% |
| 3Y | +31.0% | +62.2% | -31.2% | -14.3% |
| All | +31.0% | +62.9% | -31.9% | -14.3% |
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