-0.3%
AWP vs VT
+66.2%
-66.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | -3.5% | +1.0% | -4.5% | -4.3% |
| 3M | +3.7% | +2.4% | +1.3% | +1.3% |
| 6M | -1.1% | +12.0% | -13.1% | -11.0% |
| YTD | +7.9% | +15.3% | -7.5% | -5.7% |
| 1Y | +8.7% | +22.6% | -13.9% | -10.4% |
| 3Y | +40.7% | +74.7% | -33.9% | -18.4% |
| All | -0.3% | +66.2% | -66.5% | -39.7% |
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