+2.9%
AWK vs VFC
-15.2%
+18.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.6% | -2.3% | +2.9% | +0.6% |
| 30D | +4.3% | -13.4% | +17.6% | +4.2% |
| 3M | +12.5% | -23.7% | +36.2% | +12.4% |
| 6M | +3.3% | -24.5% | +27.8% | +3.0% |
| YTD | +9.8% | -27.8% | +37.6% | +8.7% |
| 1Y | +2.9% | -13.5% | +16.4% | +1.7% |
| All | +2.9% | -15.2% | +18.1% | +1.7% |
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