+969.7%
AWK vs VMC
+365.1%
+604.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.3% |
| 7D | +1.7% | -4.3% | +6.1% | +2.5% |
| 30D | +5.6% | -8.2% | +13.8% | +7.1% |
| 3M | +15.9% | -7.0% | +22.9% | +17.2% |
| 6M | +4.6% | -10.8% | +15.3% | +6.3% |
| YTD | +10.1% | -7.4% | +17.4% | +10.9% |
| 1Y | +2.1% | -9.5% | +11.6% | +3.2% |
| 3Y | +9.8% | +20.5% | -10.6% | +4.3% |
| 5Y | -15.4% | +51.6% | -66.9% | -23.6% |
| 10Y | +129.4% | +150.0% | -20.6% | +82.3% |
| All | +969.7% | +365.1% | +604.6% | +561.5% |
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 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