-4.0%
AWK vs VSXY
+42.7%
-46.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.3% |
| 7D | +2.2% | -6.8% | +8.9% | +2.3% |
| 30D | +4.4% | -20.4% | +24.8% | +5.1% |
| 3M | +15.4% | +2.9% | +12.5% | +15.1% |
| 6M | +3.5% | +67.9% | -64.4% | +1.4% |
| YTD | +9.8% | +44.9% | -35.1% | +7.8% |
| 1Y | +3.0% | +205.9% | -202.9% | -1.9% |
| 3Y | +9.7% | +373.9% | -364.2% | -1.7% |
| 5Y | -17.2% | +23.5% | -40.6% | -20.7% |
| All | -4.0% | +42.7% | -46.7% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling