+33.0%
VRSN vs WSM
+171.2%
-138.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +0.9% |
| 7D | -1.5% | +0.4% | -2.0% | -1.6% |
| 30D | +0.7% | -10.7% | +11.4% | +2.5% |
| 3M | +0.6% | +8.5% | -7.9% | -0.8% |
| 6M | +21.7% | +19.6% | +2.1% | +17.9% |
| YTD | +20.0% | +26.6% | -6.6% | +14.8% |
| 1Y | +3.2% | +12.0% | -8.8% | +0.5% |
| 3Y | +42.4% | +226.6% | -184.3% | +3.1% |
| 5Y | +33.0% | +174.1% | -141.2% | -4.6% |
| All | +33.0% | +171.2% | -138.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling