-26.7%
VRSK vs WCC
+121.8%
-148.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.3% |
| 7D | -7.7% | +1.7% | -9.4% | -7.7% |
| 30D | -2.8% | -6.1% | +3.2% | -3.0% |
| 3M | -3.7% | +3.1% | -6.8% | -3.5% |
| 6M | -12.8% | +28.2% | -41.0% | -13.3% |
| YTD | -21.0% | +41.1% | -62.1% | -21.7% |
| 1Y | -32.5% | +61.3% | -93.8% | -33.6% |
| All | -26.7% | +121.8% | -148.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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