+2.1%
AWK vs VCLT
-0.4%
+2.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | +5.6% | -0.9% | +6.4% | +5.6% |
| 3M | +15.9% | -3.2% | +19.1% | +16.3% |
| 6M | +4.6% | -3.8% | +8.4% | +5.9% |
| YTD | +10.1% | -2.0% | +12.1% | +11.2% |
| 1Y | +2.1% | -0.8% | +2.9% | +4.2% |
| All | +2.1% | -0.4% | +2.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling