+37.2%
VRSN vs BWA
+32.2%
+4.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.8% |
| 7D | -1.2% | +1.7% | -2.9% | -1.5% |
| 30D | +3.8% | -14.6% | +18.4% | +5.6% |
| 3M | +9.5% | -26.2% | +35.8% | +13.2% |
| 6M | +10.3% | -18.4% | +28.7% | +11.8% |
| YTD | +30.5% | +14.7% | +15.8% | +23.0% |
| 1Y | +27.9% | +13.3% | +14.5% | +20.7% |
| 3Y | +54.3% | +64.7% | -10.4% | +31.4% |
| 5Y | +37.2% | +32.2% | +5.0% | +14.6% |
| All | +37.2% | +32.2% | +4.9% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling