+136.1%
AWK vs VO
+193.0%
-56.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | +4.3% | -1.9% | +6.2% | +5.4% |
| 3M | +12.5% | +3.3% | +9.3% | +10.4% |
| 6M | +3.3% | +9.7% | -6.4% | -2.4% |
| YTD | +9.8% | +12.6% | -2.8% | +1.9% |
| 1Y | +2.9% | +13.6% | -10.7% | -5.1% |
| 3Y | +9.6% | +56.8% | -47.2% | -18.8% |
| 5Y | -16.7% | +42.3% | -58.9% | -35.3% |
| 10Y | +136.1% | +199.2% | -63.1% | +6.0% |
| All | +136.1% | +193.0% | -56.9% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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