+291.1%
VRSN vs GWRE
+131.0%
+160.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.2% | -13.2% | +13.5% | +4.3% |
| 30D | +3.8% | -18.6% | +22.3% | +8.7% |
| 3M | +5.0% | +18.9% | -13.9% | -2.4% |
| 6M | +24.9% | -11.0% | +35.8% | +24.2% |
| YTD | +21.6% | -29.9% | +51.5% | +29.6% |
| 1Y | +2.4% | -44.3% | +46.8% | +17.2% |
| 3Y | +47.3% | +51.7% | -4.3% | +9.6% |
| 5Y | +34.7% | +15.4% | +19.3% | +8.3% |
| All | +291.1% | +131.0% | +160.1% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling