+188.3%
ITW vs VRSN
+299.1%
-110.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | -8.3% | +3.8% | -12.1% | -9.8% |
| 3M | +6.0% | +5.0% | +1.0% | +3.4% |
| 6M | 0.0% | +24.9% | -24.9% | -9.9% |
| YTD | +10.2% | +21.6% | -11.4% | -0.2% |
| 1Y | +3.2% | +2.4% | +0.8% | +0.5% |
| 3Y | +21.0% | +47.3% | -26.4% | -2.0% |
| 5Y | +37.9% | +34.7% | +3.2% | +13.7% |
| All | +188.3% | +299.1% | -110.8% | +64.0% |
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