+969.7%
AWK vs VEU
+158.2%
+811.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | +5.6% | +2.2% | +3.4% | +4.6% |
| 3M | +15.9% | +3.0% | +12.9% | +14.1% |
| 6M | +4.6% | +10.9% | -6.3% | -0.5% |
| YTD | +10.1% | +18.2% | -8.1% | +1.7% |
| 1Y | +2.1% | +28.3% | -26.2% | -9.0% |
| 3Y | +9.8% | +74.6% | -64.8% | -14.8% |
| 5Y | -15.4% | +56.4% | -71.7% | -31.7% |
| 10Y | +129.4% | +153.0% | -23.6% | +49.6% |
| All | +969.7% | +158.2% | +811.4% | +519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling