-2.3%
AWK vs VO
+36.2%
-38.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.9% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +15.8% | +0.5% | +15.3% | +15.4% |
| 3M | +11.0% | -1.0% | +12.0% | +11.3% |
| 6M | +21.0% | +6.4% | +14.6% | +17.3% |
| YTD | +16.7% | +13.6% | +3.1% | +9.3% |
| 1Y | +17.2% | +14.5% | +2.7% | +9.2% |
| 3Y | +29.2% | +67.2% | -38.0% | -5.9% |
| 5Y | -2.3% | +36.1% | -38.4% | -23.3% |
| All | -2.3% | +36.2% | -38.5% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling