-17.2%
AWK vs VFC
-78.3%
+61.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | -0.1% |
| 7D | +2.2% | +0.8% | +1.3% | +2.1% |
| 30D | +4.4% | -11.9% | +16.4% | +5.1% |
| 3M | +15.4% | -20.2% | +35.5% | +16.4% |
| 6M | +3.5% | -23.0% | +26.5% | +4.4% |
| YTD | +9.8% | -26.2% | +36.0% | +10.8% |
| 1Y | +3.0% | -13.3% | +16.3% | +2.8% |
| 3Y | +9.7% | -25.5% | +35.1% | +5.2% |
| 5Y | -17.2% | -78.1% | +61.0% | -6.5% |
| All | -17.2% | -78.3% | +61.2% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling