-11.3%
VRSK vs WEC
+30.6%
-41.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -7.7% | -1.3% | -6.5% | -7.3% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | -3.7% | -6.8% | +3.1% | -1.3% |
| 6M | -12.8% | -6.4% | -6.4% | -11.0% |
| YTD | -21.0% | +2.5% | -23.5% | -22.3% |
| 1Y | -32.5% | -0.4% | -32.1% | -32.9% |
| 3Y | -26.5% | +38.5% | -65.1% | -36.1% |
| All | -11.3% | +30.6% | -41.9% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling