-0.9%
AWK vs VT
+53.4%
-54.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.1% | -2.3% | +6.4% | +4.8% |
| 30D | +18.0% | -5.0% | +22.9% | +19.7% |
| 3M | +12.2% | -4.9% | +17.1% | +13.8% |
| 6M | +21.2% | -1.5% | +22.8% | +21.2% |
| YTD | +17.6% | +8.5% | +9.1% | +12.8% |
| 1Y | +19.2% | +11.4% | +7.8% | +13.0% |
| 3Y | +26.7% | +70.1% | -43.3% | -8.2% |
| All | -0.9% | +53.4% | -54.4% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling