+5,393.5%
VRSN vs WST
+6,424.6%
-1,031.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.1% | +0.7% | -0.7% | -0.2% |
| 30D | -0.2% | -3.1% | +3.0% | +1.0% |
| 3M | -0.3% | +7.2% | -7.5% | -3.5% |
| 6M | +23.0% | +36.8% | -13.8% | +8.0% |
| YTD | +21.3% | +23.8% | -2.5% | +9.8% |
| 1Y | +6.7% | +37.8% | -31.0% | -8.1% |
| 3Y | +45.0% | -15.9% | +60.9% | +35.4% |
| 5Y | +35.0% | -25.8% | +60.9% | +28.5% |
| 10Y | +276.3% | +319.6% | -43.3% | +52.0% |
| All | +5,393.5% | +6,424.6% | -1,031.1% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling