+9.7%
AWK vs VSH
+32.2%
-22.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.3% |
| 7D | +2.2% | +6.2% | -4.0% | +2.5% |
| 30D | +4.4% | -11.1% | +15.6% | +3.9% |
| 3M | +15.4% | -44.9% | +60.3% | +12.9% |
| 6M | +3.5% | +90.0% | -86.4% | +5.7% |
| YTD | +9.8% | +118.8% | -109.0% | +12.3% |
| 1Y | +3.0% | +109.0% | -106.0% | +5.3% |
| 3Y | +9.7% | +35.6% | -26.0% | +22.2% |
| All | +9.7% | +32.2% | -22.6% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling