-30.6%
VRSK vs WAB
+48.2%
-78.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.3% |
| 7D | -3.1% | -3.2% | +0.1% | -4.0% |
| 30D | -1.6% | -4.4% | +2.9% | -2.7% |
| 3M | +3.5% | +7.9% | -4.4% | +6.0% |
| 6M | -13.4% | +8.7% | -22.1% | -10.8% |
| YTD | -16.5% | +33.0% | -49.5% | -13.6% |
| 1Y | -30.6% | +46.7% | -77.2% | -29.0% |
| All | -30.6% | +48.2% | -78.7% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling