+579.5%
VRSK vs GWW
+1,791.5%
-1,212.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -7.7% | -3.1% | -4.6% | -6.8% |
| 30D | -2.8% | -2.3% | -0.5% | -2.1% |
| 3M | -3.7% | -3.3% | -0.4% | -2.9% |
| 6M | -12.8% | +15.4% | -28.1% | -17.0% |
| YTD | -21.0% | +26.7% | -47.7% | -27.5% |
| 1Y | -32.5% | +29.0% | -61.4% | -38.5% |
| 3Y | -26.5% | +89.0% | -115.5% | -41.8% |
| 5Y | -11.5% | +221.8% | -233.3% | -41.8% |
| 10Y | +125.7% | +562.7% | -437.0% | +15.8% |
| All | +579.5% | +1,791.5% | -1,212.0% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling