+2.1%
AWK vs VMC
-8.5%
+10.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | +1.7% | -4.3% | +6.1% | +2.1% |
| 30D | +5.6% | -8.2% | +13.8% | +6.3% |
| 3M | +15.9% | -7.0% | +22.9% | +16.8% |
| 6M | +4.6% | -10.8% | +15.3% | +5.5% |
| YTD | +10.1% | -7.4% | +17.4% | +12.3% |
| 1Y | +2.1% | -9.5% | +11.6% | +3.1% |
| All | +2.1% | -8.5% | +10.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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