+1,002.6%
VST vs AWK
+154.3%
+848.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +11.9% | +10.8% |
| 7D | -9.8% | +4.1% | -13.9% | -10.5% |
| 30D | -25.1% | +18.0% | -43.1% | -27.6% |
| 3M | -11.6% | +12.2% | -23.8% | -13.7% |
| 6M | -20.9% | +21.2% | -42.2% | -24.3% |
| YTD | -22.3% | +17.6% | -39.9% | -25.4% |
| 1Y | -32.0% | +19.2% | -51.2% | -35.0% |
| 3Y | +262.4% | +26.7% | +235.7% | +221.9% |
| 5Y | +563.4% | -1.3% | +564.7% | +547.2% |
| 10Y | +1,120.7% | +159.7% | +961.0% | +805.2% |
| All | +1,002.6% | +154.3% | +848.3% | +711.7% |
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