-16.7%
AWK vs VEU
+56.2%
-72.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +4.3% | +0.7% | +3.6% | +4.1% |
| 3M | +12.5% | +4.7% | +7.8% | +10.8% |
| 6M | +3.3% | +11.6% | -8.3% | -1.0% |
| YTD | +9.8% | +16.8% | -7.0% | +3.0% |
| 1Y | +2.9% | +24.9% | -22.0% | -6.3% |
| 3Y | +9.6% | +75.7% | -66.1% | -17.2% |
| 5Y | -16.7% | +56.1% | -72.8% | -38.7% |
| All | -16.7% | +56.2% | -72.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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