-11.3%
VRSK vs BBWI
-69.2%
+57.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -7.7% | -8.0% | +0.3% | -7.1% |
| 30D | -2.8% | -6.6% | +3.8% | -2.4% |
| 3M | -3.7% | -2.7% | -1.0% | -3.7% |
| 6M | -12.8% | -12.8% | 0.0% | -12.3% |
| YTD | -21.0% | -10.5% | -10.5% | -21.0% |
| 1Y | -32.5% | -35.3% | +2.9% | -30.7% |
| 3Y | -26.5% | -47.7% | +21.2% | -25.4% |
| All | -11.3% | -69.2% | +57.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling