+588.9%
VST vs AWK
-1.1%
+590.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +11.9% | +10.4% |
| 7D | -9.8% | +4.1% | -13.9% | -9.4% |
| 30D | -25.1% | +18.0% | -43.1% | -24.1% |
| 3M | -11.6% | +12.2% | -23.8% | -10.6% |
| 6M | -20.9% | +21.2% | -42.2% | -19.8% |
| YTD | -22.3% | +17.6% | -39.9% | -21.3% |
| 1Y | -32.0% | +19.2% | -51.2% | -31.2% |
| 3Y | +262.4% | +26.7% | +235.7% | +245.8% |
| All | +588.9% | -1.1% | +590.0% | +615.3% |
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 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