+11.9%
AWK vs ROIV
+280.9%
-268.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.7% |
| 7D | -2.6% | +9.2% | -11.8% | -2.8% |
| 30D | +14.2% | +19.9% | -5.7% | +13.6% |
| 3M | +10.0% | +10.6% | -0.6% | +9.6% |
| 6M | +17.1% | +36.1% | -19.0% | +15.8% |
| YTD | +16.1% | +84.3% | -68.2% | +13.5% |
| 1Y | +17.5% | +87.6% | -70.0% | +14.8% |
| 3Y | +29.3% | +353.9% | -324.6% | +21.7% |
| 5Y | -3.5% | +376.1% | -379.6% | -12.8% |
| All | +11.9% | +280.9% | -268.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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