+1,142.3%
VST vs AWK
+156.2%
+986.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +10.9% | 0.0% | +10.9% | +10.9% |
| 30D | -15.6% | +15.5% | -31.1% | -18.1% |
| 3M | -7.8% | +10.0% | -17.8% | -9.7% |
| 6M | -12.0% | +20.4% | -32.4% | -15.7% |
| YTD | -16.9% | +17.1% | -34.0% | -20.2% |
| 1Y | -25.1% | +18.3% | -43.3% | -28.3% |
| 3Y | +297.1% | +30.4% | +266.7% | +247.7% |
| 5Y | +641.9% | -2.7% | +644.6% | +627.0% |
| 10Y | +1,142.3% | +154.7% | +987.6% | +830.3% |
| All | +1,142.3% | +156.2% | +986.1% | +830.3% |
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