-26.6%
VRSK vs GWRE
+50.1%
-76.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -5.2% | -13.2% | +8.1% | -2.3% |
| 30D | -2.3% | -18.6% | +16.3% | +1.4% |
| 3M | -2.9% | +18.9% | -21.8% | -6.7% |
| 6M | -12.8% | -11.0% | -1.8% | -12.9% |
| YTD | -20.8% | -29.9% | +9.1% | -19.4% |
| 1Y | -33.2% | -44.3% | +11.1% | -30.4% |
| 3Y | -26.6% | +51.7% | -78.3% | -33.4% |
| All | -26.6% | +50.1% | -76.7% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling