+1,034.4%
AWK vs VO
+496.6%
+537.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -2.0% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +15.8% | +0.5% | +15.3% | +15.3% |
| 3M | +11.0% | -1.0% | +12.0% | +11.4% |
| 6M | +21.0% | +6.4% | +14.6% | +17.0% |
| YTD | +16.7% | +13.6% | +3.1% | +8.9% |
| 1Y | +17.2% | +14.5% | +2.7% | +8.7% |
| 3Y | +29.2% | +67.2% | -38.0% | -2.6% |
| 5Y | -2.3% | +36.1% | -38.4% | -18.8% |
| 10Y | +150.5% | +199.3% | -48.8% | +39.5% |
| All | +1,034.4% | +496.6% | +537.9% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling