+124.0%
VRSK vs GWW
+570.2%
-446.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -5.2% | -3.4% | -1.8% | -4.1% |
| 30D | -2.3% | -1.9% | -0.4% | -1.7% |
| 3M | -2.9% | -2.4% | -0.5% | -2.4% |
| 6M | -12.8% | +15.7% | -28.5% | -17.2% |
| YTD | -20.8% | +27.6% | -48.4% | -27.7% |
| 1Y | -33.2% | +27.2% | -60.4% | -39.0% |
| 3Y | -26.6% | +89.7% | -116.2% | -42.5% |
| 5Y | -11.3% | +223.9% | -235.3% | -43.1% |
| All | +124.0% | +570.2% | -446.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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