-11.1%
VRSK vs WCN
+24.9%
-36.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.2% | -3.1% | -2.1% | -3.4% |
| 30D | -2.3% | -3.4% | +1.1% | -0.3% |
| 3M | -2.9% | +3.0% | -5.9% | -4.3% |
| 6M | -12.8% | -3.8% | -9.0% | -10.9% |
| YTD | -20.8% | -8.3% | -12.5% | -17.1% |
| 1Y | -33.2% | -9.7% | -23.5% | -29.4% |
| 3Y | -26.6% | +17.2% | -43.7% | -34.1% |
| All | -11.1% | +24.9% | -36.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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