+1,044.2%
AWK vs VSH
+369.0%
+675.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.8% |
| 7D | +0.1% | +14.3% | -14.2% | -1.5% |
| 30D | +14.3% | -7.9% | +22.1% | +14.4% |
| 3M | +10.3% | -19.9% | +30.1% | +11.7% |
| 6M | +18.9% | -30.5% | +49.5% | +19.9% |
| YTD | +17.7% | +85.7% | -67.9% | +2.3% |
| 1Y | +16.9% | +98.9% | -82.1% | +0.4% |
| 3Y | +32.2% | +32.1% | +0.1% | +16.6% |
| 5Y | -2.2% | +39.7% | -41.8% | -15.6% |
| 10Y | +156.1% | +117.6% | +38.6% | +94.0% |
| All | +1,044.2% | +369.0% | +675.2% | +554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling