+150.5%
AWK vs VT
+223.7%
-73.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -2.0% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +15.8% | -2.6% | +18.4% | +17.1% |
| 3M | +11.0% | -3.2% | +14.2% | +12.6% |
| 6M | +21.0% | +0.9% | +20.0% | +19.5% |
| YTD | +16.7% | +11.3% | +5.4% | +8.6% |
| 1Y | +17.2% | +14.0% | +3.2% | +7.4% |
| 3Y | +29.2% | +75.8% | -46.7% | -12.1% |
| 5Y | -2.3% | +57.8% | -60.1% | -29.3% |
| 10Y | +150.5% | +219.8% | -69.3% | +5.5% |
| All | +150.5% | +223.7% | -73.1% | +5.5% |
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