+587.8%
VRSK vs WAT
+620.2%
-32.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -5.4% | -1.8% | -3.6% | -4.9% |
| 30D | -1.8% | -1.7% | -0.1% | -1.3% |
| 3M | -2.2% | +9.1% | -11.3% | -4.8% |
| 6M | -14.9% | +32.4% | -47.3% | -22.2% |
| YTD | -20.0% | +6.6% | -26.6% | -22.7% |
| 1Y | -33.1% | +34.7% | -67.9% | -40.0% |
| 3Y | -25.6% | +53.6% | -79.2% | -39.1% |
| 5Y | -10.1% | -4.1% | -6.0% | -15.2% |
| 10Y | +128.4% | +167.9% | -39.4% | +47.3% |
| All | +587.8% | +620.2% | -32.4% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling