+36.3%
VRSK vs TW
+206.7%
-170.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -5.2% | -4.5% | -0.7% | -3.7% |
| 30D | -2.3% | -2.3% | -0.1% | -1.6% |
| 3M | -2.9% | +2.6% | -5.5% | -4.0% |
| 6M | -12.8% | -17.5% | +4.7% | -7.5% |
| YTD | -20.8% | -5.3% | -15.5% | -19.9% |
| 1Y | -33.2% | -14.8% | -18.4% | -30.2% |
| 3Y | -26.6% | +18.8% | -45.4% | -33.1% |
| 5Y | -11.3% | +20.7% | -32.1% | -21.5% |
| All | +36.3% | +206.7% | -170.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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