+966.9%
AWK vs VYM
+499.4%
+467.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | +4.3% | -2.0% | +6.3% | +5.6% |
| 3M | +12.5% | +3.1% | +9.5% | +10.5% |
| 6M | +3.3% | +8.9% | -5.6% | -2.0% |
| YTD | +9.8% | +14.7% | -5.0% | +0.7% |
| 1Y | +2.9% | +19.4% | -16.5% | -8.1% |
| 3Y | +9.6% | +65.4% | -55.8% | -20.7% |
| 5Y | -16.7% | +77.6% | -94.2% | -42.2% |
| 10Y | +136.1% | +207.8% | -71.7% | +17.5% |
| All | +966.9% | +499.4% | +467.4% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling