+74.0%
VTI vs AWK
-17.3%
+91.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -1.9% | +2.8% | -4.7% | -2.4% |
| 3M | +4.5% | +11.3% | -6.8% | +2.4% |
| 6M | +12.6% | +6.7% | +5.9% | +10.9% |
| YTD | +12.0% | +9.4% | +2.6% | +9.6% |
| 1Y | +17.3% | +3.7% | +13.6% | +16.0% |
| 3Y | +75.3% | +9.2% | +66.1% | +67.3% |
| 5Y | +74.0% | -15.7% | +89.7% | +72.2% |
| All | +74.0% | -17.3% | +91.3% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling