+348.0%
VT vs AWK
+935.6%
-587.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -5.9% | -4.7% |
| 7D | -4.2% | +7.2% | -11.4% | -6.5% |
| 30D | -5.8% | +19.0% | -24.8% | -11.5% |
| 3M | -5.2% | +14.4% | -19.6% | -9.9% |
| 6M | +0.1% | +22.6% | -22.5% | -7.5% |
| YTD | +8.2% | +19.2% | -11.0% | +0.4% |
| 1Y | +10.1% | +19.6% | -9.4% | +1.9% |
| 3Y | +69.7% | +26.1% | +43.6% | +49.3% |
| 5Y | +53.4% | +0.1% | +53.3% | +46.4% |
| 10Y | +219.2% | +163.3% | +55.9% | +92.0% |
| All | +348.0% | +935.6% | -587.6% | +23.9% |
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