+158.6%
AWK vs VMC
+125.2%
+33.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | +14.3% | +15.5% | -1.2% | +11.3% |
| 3M | +10.3% | +0.6% | +9.7% | +10.0% |
| 6M | +18.9% | +2.1% | +16.9% | +18.2% |
| YTD | +17.7% | -1.6% | +19.3% | +17.2% |
| 1Y | +16.9% | -1.2% | +18.0% | +16.2% |
| 3Y | +32.2% | +35.3% | -3.1% | +22.2% |
| 5Y | -2.2% | +43.6% | -45.8% | -11.8% |
| All | +158.6% | +125.2% | +33.3% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling