+285.9%
VRSN vs WCC
+518.6%
-232.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.2% |
| 7D | -1.5% | +1.7% | -3.2% | -1.8% |
| 30D | +0.7% | -6.1% | +6.8% | +1.5% |
| 3M | +0.6% | +3.1% | -2.5% | -0.7% |
| 6M | +21.7% | +28.2% | -6.5% | +15.0% |
| YTD | +20.0% | +41.1% | -21.1% | +10.9% |
| 1Y | +3.2% | +61.3% | -58.1% | -7.3% |
| 3Y | +42.4% | +123.6% | -81.3% | +15.3% |
| 5Y | +33.0% | +214.8% | -181.8% | -2.3% |
| All | +285.9% | +518.6% | -232.7% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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