+124.0%
VRSK vs WAT
+170.9%
-47.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -2.3% | -1.9% | -0.4% | -1.8% |
| 3M | -2.9% | +13.5% | -16.4% | -6.4% |
| 6M | -12.8% | +37.2% | -50.0% | -20.8% |
| YTD | -20.8% | +7.5% | -28.3% | -23.4% |
| 1Y | -33.2% | +35.0% | -68.2% | -39.9% |
| 3Y | -26.6% | +55.1% | -81.7% | -40.4% |
| 5Y | -11.3% | -2.8% | -8.5% | -15.9% |
| All | +124.0% | +170.9% | -47.0% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling