-26.6%
VRSK vs WAT
+54.7%
-81.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -2.3% | -1.9% | -0.4% | -2.2% |
| 3M | -2.9% | +13.5% | -16.4% | -4.0% |
| 6M | -12.8% | +37.2% | -50.0% | -15.5% |
| YTD | -20.8% | +7.5% | -28.3% | -21.5% |
| 1Y | -33.2% | +35.0% | -68.2% | -35.5% |
| 3Y | -26.6% | +55.1% | -81.7% | -30.3% |
| All | -26.6% | +54.7% | -81.3% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling