-17.2%
AWK vs WEC
+34.9%
-52.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.2% |
| 6M | +3.5% | -5.9% | +9.4% | +8.6% |
| YTD | +9.8% | +4.1% | +5.7% | +5.7% |
| 1Y | +3.0% | +3.1% | -0.1% | -0.1% |
| 3Y | +9.7% | +40.8% | -31.1% | -17.8% |
| 5Y | -17.2% | +31.7% | -48.9% | -34.1% |
| All | -17.2% | +34.9% | -52.0% | -34.1% |
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