+754.3%
VLO vs AWK
+156.2%
+598.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -0.4% | 0.0% | -0.5% | -0.5% |
| 30D | -16.6% | +15.5% | -32.1% | -19.0% |
| 3M | +12.3% | +10.0% | +2.3% | +10.0% |
| 6M | +47.8% | +20.4% | +27.4% | +41.8% |
| YTD | +126.7% | +17.1% | +109.7% | +117.9% |
| 1Y | +105.4% | +18.3% | +87.1% | +96.8% |
| 3Y | +222.0% | +30.4% | +191.6% | +193.1% |
| 5Y | +449.8% | -2.7% | +452.5% | +439.1% |
| 10Y | +754.3% | +154.7% | +599.6% | +508.5% |
| All | +754.3% | +156.2% | +598.2% | +508.5% |
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