+285.9%
VRSN vs BWA
+153.1%
+132.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +0.7% | -5.5% | +6.2% | +1.6% |
| 3M | +0.6% | -7.6% | +8.2% | +1.6% |
| 6M | +21.7% | +25.0% | -3.2% | +15.4% |
| YTD | +20.0% | +47.0% | -26.9% | +8.7% |
| 1Y | +3.2% | +54.0% | -50.8% | -7.7% |
| 3Y | +42.4% | +70.7% | -28.3% | +22.1% |
| 5Y | +33.0% | +86.7% | -53.7% | +9.0% |
| All | +285.9% | +153.1% | +132.8% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BWA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling