-5.9%
AWK vs VSXY
+37.5%
-43.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.6% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +2.1% | -18.7% | +20.7% | +2.6% |
| 3M | +11.4% | -4.0% | +15.3% | +11.4% |
| 6M | +3.9% | +67.5% | -63.6% | +1.8% |
| YTD | +7.7% | +39.7% | -32.0% | +5.9% |
| 1Y | +1.3% | +180.0% | -178.7% | -3.2% |
| 3Y | +7.2% | +337.3% | -330.1% | -3.5% |
| 5Y | -17.0% | +22.7% | -39.7% | -20.5% |
| All | -5.9% | +37.5% | -43.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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