+969.7%
AWK vs VRSN
+911.9%
+57.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | +5.6% | -0.2% | +5.7% | +5.6% |
| 3M | +15.9% | -0.3% | +16.1% | +15.6% |
| 6M | +4.6% | +23.0% | -18.4% | -1.2% |
| YTD | +10.1% | +21.3% | -11.3% | +4.1% |
| 1Y | +2.1% | +6.7% | -4.6% | -0.5% |
| 3Y | +9.8% | +45.0% | -35.1% | -1.8% |
| 5Y | -15.4% | +35.0% | -50.4% | -23.7% |
| 10Y | +129.4% | +276.3% | -146.9% | +68.7% |
| All | +969.7% | +911.9% | +57.8% | +483.4% |
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 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