+304.4%
VRSN vs WWD
+439.4%
-135.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.4% | +4.0% | -2.5% | +0.6% |
| 30D | +3.9% | +0.4% | +3.4% | +3.6% |
| 3M | +9.3% | -7.9% | +17.2% | +10.8% |
| 6M | +6.7% | -10.6% | +17.3% | +7.9% |
| YTD | +30.0% | +9.4% | +20.7% | +24.4% |
| 1Y | +26.0% | +25.7% | +0.3% | +16.5% |
| 3Y | +53.1% | +148.5% | -95.4% | +17.1% |
| 5Y | +35.0% | +189.5% | -154.5% | -2.6% |
| All | +304.4% | +439.4% | -135.0% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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