+71.2%
VRSN vs TW
+301.3%
-230.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +1.4% | +3.9% | -2.5% | +0.1% |
| 30D | +3.9% | +19.9% | -16.1% | -2.2% |
| 3M | +9.3% | +25.9% | -16.6% | +1.3% |
| 6M | +6.7% | +21.1% | -14.5% | -0.4% |
| YTD | +30.0% | +23.9% | +6.1% | +19.8% |
| 1Y | +26.0% | +21.2% | +4.8% | +16.9% |
| 3Y | +53.1% | +44.8% | +8.3% | +28.8% |
| 5Y | +35.0% | +41.4% | -6.4% | +11.6% |
| All | +71.2% | +301.3% | -230.1% | +0.5% |
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