+814.4%
VOO vs AWK
+840.8%
-26.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +3.3% | -2.6% | +5.9% | +4.1% |
| 30D | -2.7% | +14.2% | -16.8% | -7.1% |
| 3M | -1.7% | +10.0% | -11.8% | -5.1% |
| 6M | +3.1% | +17.1% | -14.0% | -2.9% |
| YTD | +11.9% | +16.1% | -4.2% | +5.1% |
| 1Y | +12.1% | +17.5% | -5.5% | +4.6% |
| 3Y | +78.6% | +29.3% | +49.2% | +55.2% |
| 5Y | +73.8% | -3.5% | +77.3% | +68.9% |
| 10Y | +312.3% | +152.7% | +159.6% | +161.9% |
| All | +814.4% | +840.8% | -26.4% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling