+128.5%
AWK vs VYM
+209.2%
-80.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -2.0% |
| 7D | -2.1% | -0.8% | -1.3% | -1.6% |
| 30D | +2.1% | -2.2% | +4.3% | +3.7% |
| 3M | +11.4% | +3.1% | +8.3% | +9.0% |
| 6M | +3.9% | +9.7% | -5.8% | -2.9% |
| YTD | +7.7% | +14.9% | -7.2% | -2.9% |
| 1Y | +1.3% | +17.6% | -16.3% | -10.4% |
| 3Y | +7.2% | +65.3% | -58.1% | -28.1% |
| 5Y | -17.0% | +78.7% | -95.7% | -47.7% |
| All | +128.5% | +209.2% | -80.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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