-26.6%
VRSK vs WAB
+167.4%
-194.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -2.3% | -4.1% | +1.8% | -2.3% |
| 3M | -2.9% | +8.2% | -11.1% | -3.1% |
| 6M | -12.8% | +15.4% | -28.2% | -13.8% |
| YTD | -20.8% | +33.1% | -54.0% | -23.3% |
| 1Y | -33.2% | +48.1% | -81.3% | -36.5% |
| 3Y | -26.6% | +167.7% | -194.3% | -37.6% |
| All | -26.6% | +167.4% | -194.0% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling