+16.9%
AWK vs VSH
+92.4%
-75.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.0% |
| 7D | +0.1% | +14.3% | -14.2% | +1.6% |
| 30D | +14.3% | -7.9% | +22.1% | +14.0% |
| 3M | +10.3% | -19.9% | +30.1% | +9.2% |
| 6M | +18.9% | -30.5% | +49.5% | +16.8% |
| YTD | +17.7% | +85.7% | -67.9% | +21.0% |
| 1Y | +16.9% | +98.9% | -82.1% | +19.4% |
| All | +16.9% | +92.4% | -75.6% | +19.4% |
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