-2.2%
AWK vs VMC
+50.0%
-52.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | +16.7% | +17.7% | -1.0% | +12.7% |
| 3M | +11.7% | +1.1% | +10.7% | +11.3% |
| 6M | +21.9% | +1.8% | +20.1% | +21.0% |
| YTD | +17.6% | +1.5% | +16.1% | +16.2% |
| 1Y | +19.8% | -1.1% | +20.9% | +19.0% |
| 3Y | +31.0% | +38.8% | -7.8% | +14.6% |
| All | -2.2% | +50.0% | -52.2% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling