+63.7%
AWF vs VT
+214.8%
-151.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +0.4% |
| 7D | -0.8% | -4.2% | +3.4% | +1.4% |
| 30D | -0.6% | -5.8% | +5.2% | +2.6% |
| 3M | -4.5% | -5.2% | +0.7% | -1.9% |
| 6M | -4.3% | +0.1% | -4.4% | -4.6% |
| YTD | -5.6% | +8.2% | -13.8% | -9.8% |
| 1Y | -6.0% | +10.1% | -16.1% | -11.1% |
| 3Y | +23.2% | +69.7% | -46.4% | -9.0% |
| 5Y | +12.9% | +53.4% | -40.4% | -12.4% |
| All | +63.7% | +214.8% | -151.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling