+2,444.0%
WMT vs VRSN
+6,422.7%
-3,978.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.6% |
| 7D | +0.1% | -2.1% | +2.3% | +0.4% |
| 30D | -5.0% | -3.9% | -1.0% | -4.6% |
| 3M | -11.3% | -0.1% | -11.2% | -11.4% |
| 6M | -13.8% | +16.4% | -30.2% | -15.5% |
| YTD | -4.2% | +17.2% | -21.4% | -6.3% |
| 1Y | +4.6% | +1.0% | +3.6% | +3.9% |
| 3Y | +100.5% | +39.1% | +61.4% | +91.4% |
| 5Y | +129.7% | +29.0% | +100.7% | +119.8% |
| 10Y | +423.4% | +275.8% | +147.6% | +344.0% |
| All | +2,444.0% | +6,422.7% | -3,978.7% | +1,054.1% |
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 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