+5,297.8%
SHW vs VRSN
+6,651.0%
-1,353.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -9.5% | -0.2% | -9.4% | -9.5% |
| 3M | +11.5% | -0.3% | +11.8% | +11.4% |
| 6M | -3.5% | +23.0% | -26.5% | -6.5% |
| YTD | +3.7% | +21.3% | -17.6% | +0.6% |
| 1Y | -7.9% | +6.7% | -14.6% | -9.2% |
| 3Y | +24.7% | +45.0% | -20.3% | +17.6% |
| 5Y | +13.6% | +35.0% | -21.4% | +7.8% |
| 10Y | +283.0% | +276.3% | +6.6% | +223.7% |
| All | +5,297.8% | +6,651.0% | -1,353.2% | +3,033.4% |
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