+1,037.8%
AWK vs WEC
+829.2%
+208.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | 0.0% | -0.5% | +0.6% | +0.4% |
| 30D | +15.5% | +12.0% | +3.6% | +5.9% |
| 3M | +10.0% | +11.1% | -1.1% | +1.3% |
| 6M | +20.4% | +6.0% | +14.4% | +15.0% |
| YTD | +17.1% | +14.3% | +2.8% | +5.3% |
| 1Y | +18.3% | +8.0% | +10.3% | +11.1% |
| 3Y | +30.4% | +62.8% | -32.5% | -10.4% |
| 5Y | -2.7% | +55.3% | -58.0% | -30.8% |
| 10Y | +154.7% | +193.2% | -38.5% | +18.5% |
| All | +1,037.8% | +829.2% | +208.6% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling