+743.1%
SW vs VRSN
+853.3%
-110.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | +12.1% | +3.6% | +8.5% | +11.7% |
| 30D | +6.6% | +8.8% | -2.3% | +5.7% |
| 3M | -6.0% | +6.6% | -12.6% | -6.6% |
| 6M | +21.5% | +16.7% | +4.8% | +19.6% |
| YTD | +20.3% | +32.1% | -11.8% | +17.0% |
| 1Y | +28.1% | +34.1% | -5.9% | +24.4% |
| 3Y | +51.6% | +59.9% | -8.3% | +44.7% |
| 5Y | -0.1% | +40.5% | -40.6% | -4.4% |
| 10Y | +189.7% | +305.9% | -116.2% | +163.6% |
| All | +743.1% | +853.3% | -110.3% | +629.5% |
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