+303.7%
VRSN vs WST
+449.7%
-146.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.1% | +4.9% | -4.7% | -1.0% |
| 30D | +3.6% | +10.7% | -7.1% | +1.0% |
| 3M | +10.8% | +16.8% | -6.1% | +6.4% |
| 6M | +9.9% | +32.0% | -22.0% | +2.0% |
| YTD | +29.8% | +49.9% | -20.1% | +15.8% |
| 1Y | +26.3% | +50.6% | -24.3% | +12.3% |
| 3Y | +53.5% | +21.4% | +32.1% | +33.2% |
| 5Y | +34.8% | -0.6% | +35.4% | +23.5% |
| All | +303.7% | +449.7% | -146.0% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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