+291.1%
VRSN vs WTW
+198.0%
+93.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | +2.9% |
| 30D | +3.8% | -7.3% | +11.0% | +7.3% |
| 3M | +5.0% | +21.5% | -16.5% | -4.5% |
| 6M | +24.9% | +9.6% | +15.2% | +18.4% |
| YTD | +21.6% | -3.3% | +24.9% | +21.3% |
| 1Y | +2.4% | -6.1% | +8.6% | +3.4% |
| 3Y | +47.3% | +61.8% | -14.5% | +10.3% |
| 5Y | +34.7% | +42.7% | -7.9% | +6.6% |
| All | +291.1% | +198.0% | +93.0% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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