+356.5%
WELL vs VRSN
+285.8%
+70.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.1% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +0.7% | -1.9% | +2.6% | +1.2% |
| 3M | +14.5% | +1.4% | +13.1% | +13.6% |
| 6M | +14.4% | +19.0% | -4.6% | +7.7% |
| YTD | +28.5% | +19.2% | +9.3% | +20.4% |
| 1Y | +41.8% | +1.7% | +40.1% | +39.5% |
| 3Y | +202.8% | +41.4% | +161.4% | +162.9% |
| 5Y | +208.8% | +31.7% | +177.2% | +169.0% |
| 10Y | +356.5% | +290.3% | +66.3% | +228.5% |
| All | +356.5% | +285.8% | +70.8% | +228.5% |
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