+275.8%
VRSN vs WST
+321.8%
-46.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -2.1% | -0.3% | -1.9% | -2.1% |
| 30D | -3.9% | -4.6% | +0.7% | -2.8% |
| 3M | -0.1% | +5.7% | -5.8% | -1.9% |
| 6M | +16.4% | +37.6% | -21.2% | +6.5% |
| YTD | +17.2% | +23.0% | -5.8% | +9.9% |
| 1Y | +1.0% | +33.8% | -32.8% | -7.9% |
| 3Y | +39.1% | -13.4% | +52.5% | +34.1% |
| 5Y | +29.0% | -27.0% | +56.0% | +30.0% |
| 10Y | +275.8% | +324.5% | -48.7% | +84.9% |
| All | +275.8% | +321.8% | -46.0% | +84.9% |
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