+158.6%
AWK vs VCLT
+21.5%
+137.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.1% | -2.3% | +2.4% | +1.5% |
| 30D | +14.3% | +0.8% | +13.5% | +13.8% |
| 3M | +10.3% | -2.7% | +13.0% | +12.1% |
| 6M | +18.9% | -4.3% | +23.2% | +22.0% |
| YTD | +17.7% | -4.3% | +22.0% | +20.7% |
| 1Y | +16.9% | -4.4% | +21.2% | +19.8% |
| 3Y | +32.2% | +13.8% | +18.4% | +21.6% |
| 5Y | -2.2% | -17.0% | +14.8% | +6.7% |
| All | +158.6% | +21.5% | +137.0% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling