+132.1%
AWK vs VRSN
+293.8%
-161.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -0.7% | -1.5% | +0.8% | -0.3% |
| 30D | +2.8% | +0.7% | +2.1% | +2.4% |
| 3M | +11.3% | +0.6% | +10.8% | +10.6% |
| 6M | +6.7% | +21.7% | -15.0% | -1.4% |
| YTD | +9.4% | +20.0% | -10.6% | +1.2% |
| 1Y | +3.7% | +3.2% | +0.6% | +1.2% |
| 3Y | +9.2% | +42.4% | -33.1% | -7.4% |
| 5Y | -15.7% | +33.0% | -48.7% | -28.1% |
| All | +132.1% | +293.8% | -161.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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