-17.2%
AWK vs VO
+43.2%
-60.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | +2.2% | +0.6% | +1.5% | +1.9% |
| 30D | +4.4% | -1.1% | +5.5% | +4.9% |
| 3M | +15.4% | +4.5% | +10.8% | +13.0% |
| 6M | +3.5% | +11.1% | -7.5% | -1.6% |
| YTD | +9.8% | +13.5% | -3.7% | +3.1% |
| 1Y | +3.0% | +14.5% | -11.5% | -3.9% |
| 3Y | +9.7% | +58.1% | -48.5% | -16.8% |
| 5Y | -17.2% | +43.3% | -60.4% | -36.8% |
| All | -17.2% | +43.2% | -60.4% | -36.8% |
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