+9.9%
AWK vs VO
+58.9%
-49.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +5.6% | -0.3% | +5.9% | +5.6% |
| 3M | +15.9% | +2.9% | +12.9% | +15.0% |
| 6M | +4.6% | +9.3% | -4.8% | +2.3% |
| YTD | +10.1% | +14.2% | -4.1% | +6.1% |
| 1Y | +2.1% | +15.3% | -13.2% | -2.0% |
| All | +9.9% | +58.9% | -49.0% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling