+16.9%
AWK vs VMC
-5.0%
+21.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +14.3% | +15.5% | -1.2% | +12.5% |
| 3M | +10.3% | +0.6% | +9.7% | +10.0% |
| 6M | +18.9% | +2.1% | +16.9% | +19.2% |
| YTD | +17.7% | -1.6% | +19.3% | +20.0% |
| 1Y | +16.9% | -1.2% | +18.0% | +19.5% |
| All | +16.9% | -5.0% | +21.8% | +19.5% |
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