+32.1%
AWK vs VMC
+39.2%
-7.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +16.7% | +17.7% | -1.0% | +15.1% |
| 3M | +11.7% | +1.1% | +10.7% | +11.5% |
| 6M | +21.9% | +1.8% | +20.1% | +21.6% |
| YTD | +17.6% | +1.5% | +16.1% | +17.3% |
| 1Y | +19.8% | -1.1% | +20.9% | +19.7% |
| All | +32.1% | +39.2% | -7.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling