+966.9%
AWK vs VNQ
+208.7%
+758.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | +4.3% | -2.2% | +6.5% | +5.2% |
| 3M | +12.5% | -1.9% | +14.5% | +13.4% |
| 6M | +3.3% | +3.2% | +0.1% | +2.0% |
| YTD | +9.8% | +9.4% | +0.4% | +6.1% |
| 1Y | +2.9% | +7.5% | -4.6% | +0.1% |
| 3Y | +9.6% | +31.1% | -21.4% | -0.9% |
| 5Y | -16.7% | +6.6% | -23.2% | -19.0% |
| 10Y | +136.1% | +63.9% | +72.1% | +99.6% |
| All | +966.9% | +208.7% | +758.2% | +633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling