+580.9%
VRSK vs WAB
+1,523.6%
-942.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -2.3% | -4.1% | +1.8% | -1.4% |
| 3M | -2.9% | +8.2% | -11.1% | -5.3% |
| 6M | -12.8% | +15.4% | -28.2% | -16.8% |
| YTD | -20.8% | +33.1% | -54.0% | -27.4% |
| 1Y | -33.2% | +48.1% | -81.3% | -40.6% |
| 3Y | -26.6% | +167.7% | -194.3% | -45.3% |
| 5Y | -11.3% | +225.7% | -237.0% | -37.9% |
| 10Y | +126.1% | +293.7% | -167.6% | +38.1% |
| All | +580.9% | +1,523.6% | -942.8% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling