+1,028.7%
AWK vs VMC
+397.1%
+631.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -2.6% | -1.7% | -0.9% | -2.3% |
| 30D | +14.2% | +15.3% | -1.1% | +11.3% |
| 3M | +10.0% | +0.3% | +9.7% | +9.8% |
| 6M | +17.1% | +0.9% | +16.2% | +16.5% |
| YTD | +16.1% | -1.0% | +17.1% | +15.5% |
| 1Y | +17.5% | -4.3% | +21.9% | +17.6% |
| 3Y | +29.3% | +35.3% | -6.0% | +20.1% |
| 5Y | -3.5% | +44.4% | -47.9% | -12.2% |
| 10Y | +152.7% | +128.0% | +24.7% | +104.4% |
| All | +1,028.7% | +397.1% | +631.6% | +589.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling