+60.1%
VRSN vs TW
+206.7%
-146.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.2% | -4.5% | +4.7% | +1.7% |
| 30D | +3.8% | -2.3% | +6.0% | +4.5% |
| 3M | +5.0% | +2.6% | +2.4% | +3.7% |
| 6M | +24.9% | -17.5% | +42.4% | +32.1% |
| YTD | +21.6% | -5.3% | +26.9% | +22.4% |
| 1Y | +2.4% | -14.8% | +17.2% | +6.6% |
| 3Y | +47.3% | +18.8% | +28.5% | +31.5% |
| 5Y | +34.7% | +20.7% | +14.0% | +16.8% |
| All | +60.1% | +206.7% | -146.6% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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