+213.7%
VT vs AWK
+158.1%
+55.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -2.3% | +4.1% | -6.4% | -3.4% |
| 30D | -5.0% | +18.0% | -22.9% | -9.2% |
| 3M | -4.9% | +12.2% | -17.1% | -8.0% |
| 6M | -1.5% | +21.2% | -22.8% | -7.1% |
| YTD | +8.5% | +17.6% | -9.1% | +2.8% |
| 1Y | +11.4% | +19.2% | -7.8% | +4.9% |
| 3Y | +70.1% | +26.7% | +43.3% | +52.8% |
| 5Y | +53.7% | -1.3% | +55.1% | +49.5% |
| All | +213.7% | +158.1% | +55.6% | +138.2% |
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