+0.1%
AWK vs VT
+53.2%
-53.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +3.1% |
| 7D | +7.2% | -4.2% | +11.4% | +8.5% |
| 30D | +19.0% | -5.8% | +24.8% | +21.1% |
| 3M | +14.4% | -5.2% | +19.6% | +16.1% |
| 6M | +22.6% | +0.1% | +22.5% | +21.8% |
| YTD | +19.2% | +8.2% | +11.0% | +14.5% |
| 1Y | +19.6% | +10.1% | +9.4% | +13.8% |
| 3Y | +26.1% | +69.7% | -43.6% | -8.5% |
| 5Y | +0.1% | +53.4% | -53.3% | -26.4% |
| All | +0.1% | +53.2% | -53.1% | -26.4% |
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