+579.5%
VRSK vs WCN
+1,338.5%
-758.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -7.7% | -4.4% | -3.3% | -5.4% |
| 30D | -2.8% | -4.4% | +1.6% | -0.4% |
| 3M | -3.7% | +0.5% | -4.2% | -3.8% |
| 6M | -12.8% | -3.3% | -9.5% | -11.4% |
| YTD | -21.0% | -8.5% | -12.5% | -17.6% |
| 1Y | -32.5% | -8.9% | -23.5% | -29.3% |
| 3Y | -26.5% | +18.0% | -44.6% | -33.6% |
| 5Y | -11.5% | +25.0% | -36.5% | -22.9% |
| 10Y | +125.7% | +234.7% | -109.0% | +28.8% |
| All | +579.5% | +1,338.5% | -758.9% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling