+182.7%
SW vs VRSK
+160.4%
+22.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.3% |
| 7D | +2.3% | +4.2% | -1.9% | +1.4% |
| 30D | +6.8% | +21.3% | -14.5% | +2.6% |
| 3M | -5.2% | +8.1% | -13.3% | -7.0% |
| 6M | +7.4% | +20.3% | -12.9% | +3.0% |
| YTD | +17.4% | -7.8% | +25.2% | +18.5% |
| 1Y | +27.1% | -2.9% | +30.0% | +26.8% |
| 3Y | +47.9% | -9.4% | +57.2% | +49.1% |
| 5Y | -2.6% | -1.3% | -1.3% | -5.1% |
| All | +182.7% | +160.4% | +22.3% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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