+132.1%
AWK vs VFC
-70.4%
+202.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.2% |
| 7D | -0.7% | -3.3% | +2.5% | -0.4% |
| 30D | +2.8% | -14.0% | +16.8% | +4.3% |
| 3M | +11.3% | -22.6% | +33.9% | +13.8% |
| 6M | +6.7% | -24.7% | +31.4% | +9.0% |
| YTD | +9.4% | -29.0% | +38.3% | +12.1% |
| 1Y | +3.7% | -13.8% | +17.5% | +3.5% |
| 3Y | +9.2% | -28.2% | +37.5% | +3.7% |
| 5Y | -15.7% | -79.0% | +63.3% | +2.0% |
| All | +132.1% | -70.4% | +202.4% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling