+155.1%
AWK vs VT
+222.7%
-67.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -2.6% | +2.9% | -5.5% | -4.0% |
| 30D | +14.2% | -2.5% | +16.7% | +15.4% |
| 3M | +10.0% | -3.3% | +13.4% | +11.6% |
| 6M | +17.1% | +1.5% | +15.6% | +15.3% |
| YTD | +16.1% | +11.4% | +4.8% | +8.0% |
| 1Y | +17.5% | +11.9% | +5.6% | +8.9% |
| 3Y | +29.3% | +73.9% | -44.5% | -11.3% |
| 5Y | -3.5% | +57.9% | -61.4% | -30.1% |
| All | +155.1% | +222.7% | -67.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling