-0.1%
SW vs VRSN
+39.9%
-40.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.8% |
| 7D | +12.1% | +3.6% | +8.5% | +11.3% |
| 30D | +6.6% | +8.8% | -2.3% | +4.9% |
| 3M | -6.0% | +6.6% | -12.6% | -7.2% |
| 6M | +21.5% | +16.7% | +4.8% | +17.3% |
| YTD | +20.3% | +32.1% | -11.8% | +12.9% |
| 1Y | +28.1% | +34.1% | -5.9% | +19.8% |
| 3Y | +51.6% | +59.9% | -8.3% | +35.3% |
| All | -0.1% | +39.9% | -40.0% | -13.4% |
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