+579.5%
VRSK vs BWA
+519.0%
+60.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -7.7% | -0.1% | -7.7% | -7.7% |
| 30D | -2.8% | -5.5% | +2.7% | -2.1% |
| 3M | -3.7% | -7.6% | +3.9% | -2.9% |
| 6M | -12.8% | +25.0% | -37.7% | -17.2% |
| YTD | -21.0% | +47.0% | -67.9% | -27.8% |
| 1Y | -32.5% | +54.0% | -86.5% | -38.9% |
| 3Y | -26.5% | +70.7% | -97.2% | -36.2% |
| 5Y | -11.5% | +86.7% | -98.2% | -26.2% |
| 10Y | +125.7% | +154.0% | -28.3% | +63.5% |
| All | +579.5% | +519.0% | +60.5% | +336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling