-11.3%
VRSK vs WAT
-5.1%
-6.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -7.7% | -2.9% | -4.9% | -7.2% |
| 30D | -2.8% | -3.2% | +0.4% | -2.3% |
| 3M | -3.7% | +10.6% | -14.3% | -5.6% |
| 6M | -12.8% | +34.0% | -46.8% | -18.0% |
| YTD | -21.0% | +5.7% | -26.7% | -22.4% |
| 1Y | -32.5% | +37.1% | -69.5% | -37.6% |
| 3Y | -26.5% | +52.4% | -78.9% | -37.6% |
| All | -11.3% | -5.1% | -6.2% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling