+1,044.2%
AWK vs VRSN
+984.4%
+59.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +14.3% | +3.9% | +10.4% | +13.2% |
| 3M | +10.3% | +9.3% | +1.0% | +7.7% |
| 6M | +18.9% | +6.7% | +12.3% | +16.5% |
| YTD | +17.7% | +30.0% | -12.3% | +9.4% |
| 1Y | +16.9% | +26.0% | -9.2% | +9.4% |
| 3Y | +32.2% | +53.1% | -21.0% | +16.6% |
| 5Y | -2.2% | +35.0% | -37.2% | -12.0% |
| 10Y | +156.1% | +291.7% | -135.6% | +86.1% |
| All | +1,044.2% | +984.4% | +59.8% | +512.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling