+579.5%
VRSK vs BBWI
+181.4%
+398.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -7.7% | -8.0% | +0.3% | -6.8% |
| 30D | -2.8% | -6.6% | +3.8% | -2.2% |
| 3M | -3.7% | -2.7% | -1.0% | -3.7% |
| 6M | -12.8% | -12.8% | 0.0% | -12.2% |
| YTD | -21.0% | -10.5% | -10.5% | -21.0% |
| 1Y | -32.5% | -35.3% | +2.9% | -30.2% |
| 3Y | -26.5% | -47.7% | +21.2% | -24.6% |
| 5Y | -11.5% | -68.9% | +57.4% | -4.8% |
| 10Y | +125.7% | -58.0% | +183.7% | +111.4% |
| All | +579.5% | +181.4% | +398.1% | +354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling