+967.2%
AWK vs ITOT
+659.0%
+308.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.1% |
| 7D | +2.2% | +0.7% | +1.5% | +1.8% |
| 30D | +4.4% | -1.1% | +5.5% | +5.0% |
| 3M | +15.4% | +3.9% | +11.5% | +12.9% |
| 6M | +3.5% | +14.7% | -11.2% | -4.1% |
| YTD | +9.8% | +13.3% | -3.5% | +2.2% |
| 1Y | +3.0% | +19.1% | -16.2% | -6.9% |
| 3Y | +9.7% | +77.3% | -67.7% | -22.2% |
| 5Y | -17.2% | +74.1% | -91.2% | -41.2% |
| 10Y | +126.1% | +293.1% | -167.1% | +1.5% |
| All | +967.2% | +659.0% | +308.2% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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