+587.8%
VRSK vs WEC
+735.8%
-148.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.8% |
| 7D | -5.4% | +0.4% | -5.8% | -5.6% |
| 30D | -1.8% | +0.9% | -2.7% | -2.2% |
| 3M | -2.2% | -5.3% | +3.1% | -0.1% |
| 6M | -14.9% | -6.6% | -8.3% | -12.9% |
| YTD | -20.0% | +3.3% | -23.3% | -21.6% |
| 1Y | -33.1% | +2.1% | -35.2% | -34.2% |
| 3Y | -25.6% | +39.6% | -65.2% | -36.2% |
| 5Y | -10.1% | +31.2% | -41.3% | -21.5% |
| 10Y | +128.4% | +148.4% | -20.0% | +58.2% |
| All | +587.8% | +735.8% | -148.0% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling