-16.3%
AWK vs VRSK
-11.8%
-4.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.1% | -5.2% | +3.0% | -0.4% |
| 30D | +2.1% | -2.3% | +4.4% | +2.7% |
| 3M | +11.4% | -2.9% | +14.3% | +11.9% |
| 6M | +3.9% | -12.8% | +16.7% | +8.2% |
| YTD | +7.7% | -20.8% | +28.5% | +16.2% |
| 1Y | +1.3% | -33.2% | +34.5% | +17.6% |
| 3Y | +7.2% | -26.6% | +33.7% | +16.7% |
| All | -16.3% | -11.8% | -4.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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