+124.0%
VRSK vs WEC
+146.6%
-22.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -2.3% | -2.6% | +0.3% | -1.3% |
| 3M | -2.9% | -6.0% | +3.1% | -0.4% |
| 6M | -12.8% | -5.4% | -7.4% | -11.1% |
| YTD | -20.8% | +2.5% | -23.3% | -22.3% |
| 1Y | -33.2% | -0.7% | -32.5% | -33.6% |
| 3Y | -26.6% | +38.7% | -65.3% | -37.7% |
| 5Y | -11.3% | +31.7% | -43.0% | -23.7% |
| All | +124.0% | +146.6% | -22.6% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling