+15.4%
VT vs AWK
+20.7%
-5.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +2.1% |
| 7D | -0.3% | +7.0% | -7.3% | +0.8% |
| 30D | -1.4% | +17.0% | -18.5% | +1.1% |
| 3M | -1.4% | +12.4% | -13.8% | +0.6% |
| 6M | +5.5% | +19.6% | -14.1% | +9.0% |
| YTD | +12.8% | +17.0% | -4.2% | +16.6% |
| 1Y | +15.4% | +20.0% | -4.6% | +19.4% |
| All | +15.4% | +20.7% | -5.2% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling