+1,205.2%
VST vs AWK
+146.2%
+1,059.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | -17.1% | +15.8% | -32.8% | -19.5% |
| 3M | -4.6% | +11.0% | -15.6% | -6.7% |
| 6M | -9.1% | +21.0% | -30.0% | -13.0% |
| YTD | -16.6% | +16.7% | -33.3% | -19.9% |
| 1Y | -29.5% | +17.2% | -46.6% | -32.4% |
| 3Y | +297.5% | +29.2% | +268.3% | +249.3% |
| 5Y | +654.5% | -2.3% | +656.8% | +637.7% |
| 10Y | +1,205.2% | +150.5% | +1,054.7% | +877.4% |
| All | +1,205.2% | +146.2% | +1,059.0% | +877.4% |
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