+54.4%
VRSN vs TW
+211.4%
-157.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.4% |
| 7D | -2.1% | -3.5% | +1.3% | -1.0% |
| 30D | -3.9% | +0.5% | -4.4% | -4.1% |
| 3M | -0.1% | +4.9% | -5.1% | -2.1% |
| 6M | +16.4% | -17.1% | +33.5% | +22.9% |
| YTD | +17.2% | -3.9% | +21.1% | +17.5% |
| 1Y | +1.0% | -13.3% | +14.2% | +4.5% |
| 3Y | +39.1% | +20.9% | +18.2% | +23.4% |
| 5Y | +29.0% | +20.5% | +8.5% | +12.0% |
| All | +54.4% | +211.4% | -157.1% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling