+969.7%
AWK vs VSH
+458.5%
+511.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.7% |
| 7D | +1.7% | +4.1% | -2.3% | +1.2% |
| 30D | +5.6% | -4.2% | +9.7% | +5.9% |
| 3M | +15.9% | -50.0% | +65.8% | +24.3% |
| 6M | +4.6% | +80.2% | -75.6% | -6.9% |
| YTD | +10.1% | +121.1% | -111.0% | -5.2% |
| 1Y | +2.1% | +112.0% | -109.9% | -12.1% |
| 3Y | +9.8% | +22.5% | -12.7% | +0.2% |
| 5Y | -15.4% | +64.0% | -79.4% | -27.5% |
| 10Y | +129.4% | +170.4% | -41.0% | +70.9% |
| All | +969.7% | +458.5% | +511.2% | +506.0% |
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