+291.1%
VRSN vs NWSA
+149.4%
+141.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -2.8% | +3.0% | +1.2% |
| 30D | +3.8% | +3.0% | +0.7% | +2.8% |
| 3M | +5.0% | +12.3% | -7.3% | +1.0% |
| 6M | +24.9% | +21.9% | +3.0% | +16.7% |
| YTD | +21.6% | +13.6% | +8.0% | +16.2% |
| 1Y | +2.4% | +0.5% | +1.9% | +1.6% |
| 3Y | +47.3% | +43.8% | +3.6% | +28.4% |
| 5Y | +34.7% | +41.2% | -6.4% | +15.3% |
| All | +291.1% | +149.4% | +141.7% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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