+579.5%
VRSK vs WCC
+1,176.7%
-597.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | -7.7% | +1.7% | -9.4% | -8.0% |
| 30D | -2.8% | -6.1% | +3.2% | -2.2% |
| 3M | -3.7% | +3.1% | -6.8% | -5.0% |
| 6M | -12.8% | +28.2% | -41.0% | -17.6% |
| YTD | -21.0% | +41.1% | -62.1% | -26.7% |
| 1Y | -32.5% | +61.3% | -93.8% | -39.1% |
| 3Y | -26.5% | +123.6% | -150.2% | -40.0% |
| 5Y | -11.5% | +214.8% | -226.3% | -34.7% |
| 10Y | +125.7% | +513.6% | -387.9% | +30.7% |
| All | +579.5% | +1,176.7% | -597.2% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling