+33.8%
VWO vs AWK
-17.6%
+51.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -1.8% | -2.1% | +0.4% | -1.6% |
| 30D | -0.1% | +2.1% | -2.2% | -0.2% |
| 3M | +2.2% | +11.4% | -9.1% | +1.4% |
| 6M | +8.8% | +3.9% | +4.8% | +8.4% |
| YTD | +12.4% | +7.7% | +4.7% | +11.5% |
| 1Y | +15.6% | +1.3% | +14.3% | +15.4% |
| 3Y | +62.5% | +7.2% | +55.4% | +59.2% |
| All | +33.8% | -17.6% | +51.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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