-9.2%
VRSK vs WEC
+9.7%
-18.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.1% |
| 7D | +4.2% | +6.9% | -2.6% | +3.5% |
| 30D | +21.2% | +16.6% | +4.6% | +20.2% |
| 3M | +2.9% | +9.1% | -6.2% | +1.8% |
| 6M | +11.3% | +3.2% | +8.1% | +10.0% |
| YTD | -10.8% | +14.9% | -25.7% | -10.2% |
| 1Y | -9.2% | +9.2% | -18.4% | -7.5% |
| All | -9.2% | +9.7% | -18.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling