+161.3%
AWF vs VOO
+817.1%
-655.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +0.7% | +2.0% | -1.3% | -0.3% |
| 6M | +0.5% | +13.0% | -12.5% | -5.0% |
| YTD | -1.1% | +13.6% | -14.6% | -6.8% |
| 1Y | -3.7% | +20.1% | -23.7% | -11.6% |
| 3Y | +27.3% | +77.6% | -50.3% | -3.3% |
| 5Y | +20.5% | +82.4% | -62.0% | -10.6% |
| 10Y | +64.2% | +316.8% | -252.6% | -17.2% |
| All | +161.3% | +817.1% | -655.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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