+124.0%
VRSK vs BWA
+156.8%
-32.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -5.2% | -1.3% | -3.8% | -5.0% |
| 30D | -2.3% | -2.9% | +0.6% | -2.1% |
| 3M | -2.9% | -10.7% | +7.8% | -1.8% |
| 6M | -12.8% | +26.5% | -39.3% | -16.6% |
| YTD | -20.8% | +49.1% | -69.9% | -26.7% |
| 1Y | -33.2% | +52.1% | -85.3% | -38.5% |
| 3Y | -26.6% | +72.6% | -99.1% | -34.9% |
| 5Y | -11.3% | +89.4% | -100.7% | -24.5% |
| All | +124.0% | +156.8% | -32.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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