+31.5%
VCIT vs AWK
+156.2%
-124.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.5% | +15.5% | -14.1% | +0.1% |
| 3M | -1.0% | +10.0% | -11.0% | -1.8% |
| 6M | -1.7% | +20.4% | -22.1% | -3.4% |
| YTD | -1.4% | +17.1% | -18.4% | -2.9% |
| 1Y | -0.9% | +18.3% | -19.2% | -2.7% |
| 3Y | +19.8% | +30.4% | -10.6% | +16.0% |
| 5Y | +4.6% | -2.7% | +7.3% | +3.4% |
| 10Y | +31.5% | +154.7% | -123.2% | +20.8% |
| All | +31.5% | +156.2% | -124.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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