+128.5%
AWK vs VMC
+156.6%
-28.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.1% | -3.8% | +1.6% | -1.5% |
| 30D | +2.1% | -9.7% | +11.7% | +3.8% |
| 3M | +11.4% | -9.6% | +21.0% | +13.2% |
| 6M | +3.9% | -4.8% | +8.7% | +4.5% |
| YTD | +7.7% | -10.9% | +18.6% | +9.2% |
| 1Y | +1.3% | -15.6% | +16.9% | +3.6% |
| 3Y | +7.2% | +19.3% | -12.2% | +1.6% |
| 5Y | -17.0% | +48.0% | -65.0% | -25.2% |
| All | +128.5% | +156.6% | -28.1% | +86.3% |
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