-1.6%
SW vs VRSN
+37.2%
-38.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +4.7% | +2.0% | +2.7% | +4.3% |
| 30D | +5.0% | +6.5% | -1.5% | +3.8% |
| 3M | -7.3% | +6.7% | -14.0% | -8.5% |
| 6M | +15.0% | +13.8% | +1.2% | +11.5% |
| YTD | +18.5% | +29.6% | -11.1% | +11.6% |
| 1Y | +27.1% | +29.5% | -2.3% | +19.7% |
| 3Y | +49.3% | +56.9% | -7.6% | +33.7% |
| 5Y | -1.6% | +36.6% | -38.2% | -14.4% |
| All | -1.6% | +37.2% | -38.9% | -14.4% |
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 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