+1,216.9%
VST vs AWK
+138.1%
+1,078.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.5% |
| 7D | +8.9% | +1.7% | +7.2% | +8.6% |
| 30D | +6.2% | +5.6% | +0.6% | +5.1% |
| 3M | -2.7% | +15.9% | -18.6% | -6.0% |
| 6M | -8.4% | +4.6% | -12.9% | -9.7% |
| YTD | -7.2% | +10.1% | -17.3% | -9.6% |
| 1Y | -20.9% | +2.1% | -23.0% | -21.9% |
| 3Y | +384.0% | +9.8% | +374.1% | +349.8% |
| 5Y | +757.1% | -15.4% | +772.4% | +777.7% |
| All | +1,216.9% | +138.1% | +1,078.8% | +883.5% |
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