+26.5%
SW vs VRSK
-2.8%
+29.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -2.6% | +4.1% | -6.7% | -2.9% |
| 30D | +7.2% | +16.1% | -8.8% | +6.0% |
| 3M | -10.5% | +14.1% | -24.6% | -11.4% |
| 6M | +9.9% | +22.9% | -13.0% | +10.3% |
| YTD | +17.2% | -7.2% | +24.4% | +23.0% |
| 1Y | +26.5% | -3.4% | +29.9% | +31.1% |
| All | +26.5% | -2.8% | +29.3% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling