+3.5%
VCIT vs AWK
-1.1%
+4.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +0.1% | +4.1% | -4.0% | -0.3% |
| 30D | +1.9% | +18.0% | -16.1% | +0.1% |
| 3M | -1.4% | +12.2% | -13.7% | -2.7% |
| 6M | -2.1% | +21.2% | -23.4% | -4.3% |
| YTD | -1.6% | +17.6% | -19.2% | -3.6% |
| 1Y | -0.9% | +19.2% | -20.1% | -3.1% |
| 3Y | +20.0% | +26.7% | -6.8% | +15.1% |
| All | +3.5% | -1.1% | +4.5% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling