+128.5%
AWK vs VNQ
+64.0%
+64.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -2.0% |
| 7D | -2.1% | -1.3% | -0.9% | -1.3% |
| 30D | +2.1% | -2.6% | +4.6% | +3.9% |
| 3M | +11.4% | -2.0% | +13.4% | +13.0% |
| 6M | +3.9% | +4.3% | -0.4% | +0.6% |
| YTD | +7.7% | +9.2% | -1.5% | +0.9% |
| 1Y | +1.3% | +5.6% | -4.3% | -2.9% |
| 3Y | +7.2% | +30.8% | -23.7% | -12.8% |
| 5Y | -17.0% | +8.0% | -25.0% | -23.2% |
| All | +128.5% | +64.0% | +64.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling