+167.9%
WAT vs VRSN
+285.8%
-117.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | -1.7% | -1.9% | +0.2% | -1.1% |
| 3M | +9.1% | +1.4% | +7.7% | +7.6% |
| 6M | +32.4% | +19.0% | +13.4% | +20.3% |
| YTD | +6.6% | +19.2% | -12.6% | -3.6% |
| 1Y | +34.7% | +1.7% | +33.0% | +30.7% |
| 3Y | +53.6% | +41.4% | +12.2% | +24.6% |
| 5Y | -4.1% | +31.7% | -35.7% | -20.9% |
| 10Y | +167.9% | +290.3% | -122.4% | +40.1% |
| All | +167.9% | +285.8% | -117.9% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling