+897.3%
VST vs AWK
+157.9%
+739.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.0% | -6.5% |
| 7D | -19.9% | +7.2% | -27.1% | -20.9% |
| 30D | -29.7% | +19.0% | -48.7% | -32.0% |
| 3M | -19.6% | +14.4% | -33.9% | -21.7% |
| 6M | -29.4% | +22.6% | -52.0% | -32.5% |
| YTD | -29.7% | +19.2% | -48.9% | -32.6% |
| 1Y | -40.0% | +19.6% | -59.6% | -42.7% |
| 3Y | +231.0% | +26.1% | +204.9% | +195.8% |
| 5Y | +500.1% | +0.1% | +500.0% | +484.2% |
| 10Y | +1,004.2% | +163.3% | +840.9% | +717.1% |
| All | +897.3% | +157.9% | +739.5% | +632.7% |
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