+209.8%
W vs VRSN
+471.5%
-261.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.4% |
| 7D | +3.3% | -0.8% | +4.1% | +4.2% |
| 30D | +10.5% | +0.7% | +9.8% | +10.0% |
| 3M | +9.6% | +4.1% | +5.5% | +5.2% |
| 6M | +76.4% | +6.7% | +69.7% | +61.7% |
| YTD | +16.4% | +27.1% | -10.7% | -11.3% |
| 1Y | +9.3% | +28.0% | -18.6% | -17.3% |
| 3Y | +172.8% | +52.6% | +120.2% | +62.0% |
| 5Y | -53.4% | +33.3% | -86.7% | -66.7% |
| 10Y | +243.6% | +279.5% | -35.9% | +34.0% |
| All | +209.8% | +471.5% | -261.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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