+42.7%
VXUS vs AWK
-1.1%
+43.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -1.8% | +4.1% | -5.9% | -2.3% |
| 30D | -4.6% | +18.0% | -22.5% | -6.9% |
| 3M | -6.1% | +12.2% | -18.3% | -7.7% |
| 6M | -4.9% | +21.2% | -26.1% | -7.9% |
| YTD | +8.1% | +17.6% | -9.5% | +4.9% |
| 1Y | +12.1% | +19.2% | -7.1% | +8.4% |
| 3Y | +63.9% | +26.7% | +37.1% | +52.7% |
| All | +42.7% | -1.1% | +43.7% | +37.4% |
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 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