+405.3%
VUG vs AWK
+156.2%
+249.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -7.0% | +15.5% | -22.5% | -10.8% |
| 3M | -3.7% | +10.0% | -13.7% | -6.5% |
| 6M | -1.6% | +20.4% | -22.0% | -7.3% |
| YTD | +5.1% | +17.1% | -11.9% | -0.6% |
| 1Y | +3.8% | +18.3% | -14.5% | -2.4% |
| 3Y | +79.9% | +30.4% | +49.5% | +56.4% |
| 5Y | +66.4% | -2.7% | +69.0% | +62.4% |
| 10Y | +405.3% | +154.7% | +250.6% | +268.8% |
| All | +405.3% | +156.2% | +249.1% | +268.8% |
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