+969.7%
AWK vs VO
+499.7%
+469.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +5.6% | -0.3% | +5.9% | +5.7% |
| 3M | +15.9% | +2.9% | +12.9% | +14.1% |
| 6M | +4.6% | +9.3% | -4.8% | -0.3% |
| YTD | +10.1% | +14.2% | -4.1% | +2.5% |
| 1Y | +2.1% | +15.3% | -13.2% | -5.5% |
| 3Y | +9.8% | +56.2% | -46.4% | -13.9% |
| 5Y | -15.4% | +42.4% | -57.8% | -31.1% |
| 10Y | +129.4% | +194.7% | -65.3% | +28.8% |
| All | +969.7% | +499.7% | +469.9% | +311.8% |
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 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