-16.6%
AWK vs VRSN
+28.6%
-45.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.8% |
| 7D | +2.2% | -2.1% | +4.3% | +2.8% |
| 30D | +4.4% | -3.9% | +8.4% | +5.6% |
| 3M | +15.4% | -0.1% | +15.5% | +15.0% |
| 6M | +3.5% | +16.4% | -12.9% | -2.4% |
| YTD | +9.8% | +17.2% | -7.4% | +2.9% |
| 1Y | +3.0% | +1.0% | +2.0% | +1.6% |
| 3Y | +9.7% | +39.1% | -29.4% | -6.6% |
| All | -16.6% | +28.6% | -45.2% | -28.6% |
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