+1,044.2%
AWK vs VIG
+575.8%
+468.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.1% | +3.5% | -3.3% | -2.2% |
| 30D | +14.3% | +4.9% | +9.3% | +10.5% |
| 3M | +10.3% | +2.5% | +7.8% | +8.3% |
| 6M | +18.9% | +11.0% | +7.9% | +10.7% |
| YTD | +17.7% | +16.0% | +1.7% | +6.0% |
| 1Y | +16.9% | +17.5% | -0.7% | +4.1% |
| 3Y | +32.2% | +67.0% | -34.8% | -9.2% |
| 5Y | -2.2% | +64.8% | -66.9% | -32.2% |
| 10Y | +156.1% | +263.6% | -107.5% | +5.3% |
| All | +1,044.2% | +575.8% | +468.4% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling