+893.6%
VUG vs AWK
+1,044.2%
-150.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -6.3% | +14.3% | -20.5% | -10.8% |
| 3M | -6.0% | +10.3% | -16.3% | -9.6% |
| 6M | -3.5% | +18.9% | -22.5% | -10.1% |
| YTD | +3.9% | +17.7% | -13.8% | -3.5% |
| 1Y | +5.1% | +16.9% | -11.8% | -2.2% |
| 3Y | +77.9% | +32.2% | +45.7% | +51.0% |
| 5Y | +62.4% | -2.2% | +64.6% | +55.8% |
| 10Y | +399.4% | +156.1% | +243.3% | +204.3% |
| All | +893.6% | +1,044.2% | -150.6% | +172.4% |
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