+37.6%
ITW vs VRSN
+33.8%
+3.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -8.3% | +3.8% | -12.1% | -9.4% |
| 3M | +6.0% | +5.0% | +1.0% | +4.1% |
| 6M | 0.0% | +24.9% | -24.9% | -8.1% |
| YTD | +10.2% | +21.6% | -11.4% | +1.8% |
| 1Y | +3.2% | +2.4% | +0.8% | +1.6% |
| 3Y | +21.0% | +47.3% | -26.4% | +0.8% |
| All | +37.6% | +33.8% | +3.7% | +14.7% |
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