-2.7%
AWK vs VRSN
+37.7%
-40.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.8% |
| 7D | 0.0% | -1.2% | +1.3% | +0.4% |
| 30D | +15.5% | +3.8% | +11.8% | +14.1% |
| 3M | +10.0% | +9.5% | +0.5% | +6.7% |
| 6M | +20.4% | +10.3% | +10.2% | +16.0% |
| YTD | +17.1% | +30.5% | -13.4% | +5.9% |
| 1Y | +18.3% | +27.9% | -9.6% | +7.7% |
| 3Y | +30.4% | +54.3% | -23.9% | +7.2% |
| 5Y | -2.7% | +37.2% | -39.8% | -19.1% |
| All | -2.7% | +37.7% | -40.3% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling