+97.1%
VWO vs AWK
+966.9%
-869.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.2% | +0.6% | -0.4% | -0.1% |
| 30D | +0.9% | +4.3% | -3.4% | -0.7% |
| 3M | +4.3% | +12.5% | -8.3% | -0.6% |
| 6M | +10.5% | +3.3% | +7.2% | +8.3% |
| YTD | +13.4% | +9.8% | +3.6% | +8.2% |
| 1Y | +18.6% | +2.9% | +15.7% | +15.5% |
| 3Y | +65.8% | +9.6% | +56.2% | +53.4% |
| 5Y | +35.2% | -16.7% | +51.9% | +38.0% |
| 10Y | +116.6% | +136.1% | -19.5% | +20.3% |
| All | +97.1% | +966.9% | -869.8% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling