-2.6%
SW vs VRSN
+34.5%
-37.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +6.8% | +4.9% | +1.9% | +5.8% |
| 3M | -5.2% | +5.8% | -11.0% | -6.3% |
| 6M | +7.4% | +12.6% | -5.1% | +4.4% |
| YTD | +17.4% | +28.2% | -10.8% | +10.8% |
| 1Y | +27.1% | +30.4% | -3.3% | +19.4% |
| 3Y | +47.9% | +54.6% | -6.7% | +32.8% |
| All | -2.6% | +34.5% | -37.1% | -14.9% |
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