-16.7%
AWK vs VSH
+67.3%
-83.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.6% | +3.5% | -2.9% | +0.6% |
| 30D | +4.3% | -4.4% | +8.7% | +4.3% |
| 3M | +12.5% | -45.8% | +58.3% | +13.5% |
| 6M | +3.3% | +90.1% | -86.8% | -1.1% |
| YTD | +9.8% | +120.3% | -110.6% | +3.9% |
| 1Y | +2.9% | +112.2% | -109.3% | -2.7% |
| 3Y | +9.6% | +36.6% | -27.0% | +11.5% |
| 5Y | -16.7% | +67.0% | -83.7% | -22.4% |
| All | -16.7% | +67.3% | -83.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling