+142.2%
VXUS vs AWK
+152.9%
-10.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | +0.5% | +2.7% | -2.2% | -0.1% |
| 30D | -2.5% | +16.7% | -19.2% | -6.0% |
| 3M | -4.6% | +11.7% | -16.4% | -7.2% |
| 6M | -2.6% | +21.9% | -24.5% | -7.5% |
| YTD | +10.4% | +17.6% | -7.2% | +5.4% |
| 1Y | +12.9% | +19.8% | -6.9% | +7.2% |
| 3Y | +68.4% | +31.0% | +37.4% | +52.8% |
| 5Y | +47.7% | -3.0% | +50.6% | +44.9% |
| 10Y | +142.2% | +156.8% | -14.6% | +91.8% |
| All | +142.2% | +152.9% | -10.7% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling