+2.1%
AWK vs VSH
+118.1%
-116.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | +0.3% |
| 7D | +1.7% | +4.1% | -2.3% | +2.1% |
| 30D | +5.6% | -4.2% | +9.7% | +5.3% |
| 3M | +15.9% | -50.0% | +65.8% | +10.5% |
| 6M | +4.6% | +80.2% | -75.6% | +11.0% |
| YTD | +10.1% | +121.1% | -111.0% | +17.6% |
| 1Y | +2.1% | +112.0% | -109.9% | +7.5% |
| All | +2.1% | +118.1% | -116.0% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling