-11.1%
VRSK vs WCC
+224.0%
-235.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | 0.0% |
| 7D | -5.2% | +1.5% | -6.7% | -5.3% |
| 30D | -2.3% | -2.1% | -0.2% | -2.3% |
| 3M | -2.9% | +3.8% | -6.7% | -3.4% |
| 6M | -12.8% | +35.0% | -47.8% | -16.0% |
| YTD | -20.8% | +46.4% | -67.2% | -24.5% |
| 1Y | -33.2% | +63.0% | -96.2% | -37.3% |
| 3Y | -26.6% | +133.9% | -160.5% | -36.9% |
| All | -11.1% | +224.0% | -235.1% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling