+829.1%
SW vs VRSK
+623.8%
+205.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | -5.1% | -3.1% | -2.0% | -4.7% |
| 30D | -4.6% | -1.6% | -3.0% | -4.4% |
| 3M | +9.4% | +3.5% | +5.9% | +8.8% |
| 6M | +3.5% | -13.4% | +16.9% | +5.3% |
| YTD | +22.0% | -16.5% | +38.5% | +24.6% |
| 1Y | +2.2% | -30.6% | +32.8% | +7.0% |
| 3Y | +19.6% | -21.9% | +41.5% | +23.0% |
| 5Y | -2.3% | -6.3% | +4.0% | -2.6% |
| 10Y | +181.4% | +133.1% | +48.3% | +166.0% |
| All | +829.1% | +623.8% | +205.3% | +782.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling