-2.9%
VRSK vs WETO
-99.2%
+96.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +20.4% | -23.6% | -3.0% |
| 7D | +4.2% | +36.5% | -32.3% | +4.6% |
| 30D | +21.3% | -14.4% | +35.7% | +21.2% |
| 3M | +8.1% | -82.5% | +90.6% | +9.1% |
| 6M | +20.3% | -97.9% | +118.2% | +21.6% |
| YTD | -7.8% | -98.8% | +91.0% | -7.9% |
| 1Y | -2.9% | -99.1% | +96.2% | -5.4% |
| All | -2.9% | -99.2% | +96.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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