+20.0%
AWK vs VTRS
+90.6%
-70.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | +7.0% | +2.4% | +4.6% | +6.9% |
| 30D | +17.0% | +9.1% | +8.0% | +16.5% |
| 3M | +12.4% | +9.4% | +3.0% | +11.8% |
| 6M | +19.6% | +28.3% | -8.7% | +18.4% |
| YTD | +17.0% | +58.0% | -41.0% | +13.2% |
| 1Y | +20.0% | +89.7% | -69.7% | +12.7% |
| All | +20.0% | +90.6% | -70.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling