+150.1%
VXUS vs AWK
+128.1%
+22.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +0.7% | +4.3% | -3.6% | -0.4% |
| 3M | +4.8% | +12.5% | -7.8% | +1.6% |
| 6M | +11.3% | +3.3% | +8.0% | +10.0% |
| YTD | +16.5% | +9.8% | +6.7% | +13.1% |
| 1Y | +24.3% | +2.9% | +21.4% | +22.5% |
| 3Y | +74.5% | +9.6% | +64.9% | +66.3% |
| 5Y | +54.3% | -16.7% | +71.0% | +57.9% |
| 10Y | +150.1% | +136.1% | +14.0% | +94.3% |
| All | +150.1% | +128.1% | +22.0% | +94.3% |
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