-9.2%
VRSK vs WAT
+32.9%
-42.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.5% |
| 7D | +4.2% | -1.9% | +6.2% | +4.2% |
| 30D | +21.2% | +6.2% | +14.9% | +21.2% |
| 3M | +2.9% | +18.1% | -15.2% | +2.8% |
| 6M | +11.3% | +54.9% | -43.6% | +11.3% |
| YTD | -10.8% | +23.1% | -34.0% | -11.0% |
| 1Y | -9.2% | +27.3% | -36.5% | -8.8% |
| All | -9.2% | +32.9% | -42.1% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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