+154.7%
AWK vs VO
+202.1%
-47.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.2% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | +15.5% | +2.0% | +13.5% | +14.1% |
| 3M | +10.0% | -0.3% | +10.3% | +9.9% |
| 6M | +20.4% | +7.3% | +13.1% | +15.3% |
| YTD | +17.1% | +15.0% | +2.1% | +7.3% |
| 1Y | +18.3% | +14.7% | +3.6% | +8.4% |
| 3Y | +30.4% | +67.3% | -36.9% | -7.4% |
| 5Y | -2.7% | +38.8% | -41.5% | -23.1% |
| 10Y | +154.7% | +201.6% | -46.9% | +18.4% |
| All | +154.7% | +202.1% | -47.4% | +18.4% |
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