+160.2%
VXUS vs AWK
+720.7%
-560.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -1.8% | +4.1% | -5.9% | -2.9% |
| 30D | -4.6% | +18.0% | -22.5% | -9.1% |
| 3M | -6.1% | +12.2% | -18.3% | -9.3% |
| 6M | -4.9% | +21.2% | -26.1% | -10.6% |
| YTD | +8.1% | +17.6% | -9.5% | +2.0% |
| 1Y | +12.1% | +19.2% | -7.1% | +5.3% |
| 3Y | +63.9% | +26.7% | +37.1% | +47.5% |
| 5Y | +43.1% | -1.3% | +44.5% | +38.7% |
| 10Y | +139.2% | +159.7% | -20.4% | +52.0% |
| All | +160.2% | +720.7% | -560.5% | -21.7% |
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 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