+2.1%
AWK vs VFC
-6.8%
+8.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | +1.7% | -1.6% | +3.3% | +1.7% |
| 30D | +5.6% | -11.6% | +17.2% | +5.4% |
| 3M | +15.9% | -18.1% | +34.0% | +15.8% |
| 6M | +4.6% | -27.4% | +31.9% | +4.3% |
| YTD | +10.1% | -24.8% | +34.9% | +8.9% |
| 1Y | +2.1% | -8.2% | +10.3% | +1.0% |
| All | +2.1% | -6.8% | +8.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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