+223.0%
VT vs AWK
+129.0%
+94.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | +1.7% | -1.3% | 0.0% |
| 30D | +1.0% | +5.6% | -4.6% | -0.6% |
| 3M | +2.4% | +15.9% | -13.5% | -2.1% |
| 6M | +12.0% | +4.6% | +7.4% | +10.0% |
| YTD | +15.3% | +10.1% | +5.3% | +11.4% |
| 1Y | +22.6% | +2.1% | +20.5% | +20.7% |
| 3Y | +74.7% | +9.8% | +64.8% | +64.4% |
| 5Y | +66.1% | -15.4% | +81.5% | +69.8% |
| All | +223.0% | +129.0% | +94.0% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling