+76.4%
VXUS vs AWK
+10.9%
+65.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | +1.7% | -0.7% | +1.0% |
| 30D | +2.2% | +5.6% | -3.4% | +2.0% |
| 3M | +3.0% | +15.9% | -12.9% | +2.2% |
| 6M | +10.7% | +4.6% | +6.1% | +10.6% |
| YTD | +17.8% | +10.1% | +7.8% | +17.2% |
| 1Y | +27.6% | +2.1% | +25.5% | +27.9% |
| All | +76.4% | +10.9% | +65.5% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling