+3.8%
VCIT vs AWK
-15.4%
+19.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.3% | +1.7% | -2.1% | -0.5% |
| 30D | -0.8% | +5.6% | -6.3% | -1.4% |
| 3M | -1.0% | +15.9% | -16.9% | -2.7% |
| 6M | -1.8% | +4.6% | -6.4% | -2.4% |
| YTD | -0.7% | +10.1% | -10.7% | -2.0% |
| 1Y | +1.0% | +2.1% | -1.1% | +0.6% |
| 3Y | +18.8% | +9.8% | +9.0% | +16.2% |
| All | +3.8% | -15.4% | +19.2% | +2.9% |
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