-3.0%
AWK vs WEC
+53.9%
-56.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.4% |
| YTD | +17.6% | +13.8% | +3.8% | +5.1% |
| 1Y | +19.8% | +7.6% | +12.2% | +12.2% |
| 3Y | +31.0% | +62.2% | -31.2% | -12.7% |
| 5Y | -3.0% | +52.0% | -54.9% | -31.7% |
| All | -3.0% | +53.9% | -56.9% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling