-33.2%
VRSK vs WETO
-98.9%
+65.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.1% |
| 7D | -5.2% | -4.3% | -0.8% | -5.2% |
| 30D | -2.3% | -39.9% | +37.6% | -0.4% |
| 3M | -2.9% | -97.9% | +95.0% | -1.2% |
| 6M | -12.8% | -95.0% | +82.2% | -10.1% |
| YTD | -20.8% | -97.2% | +76.3% | -20.8% |
| 1Y | -33.2% | -98.9% | +65.7% | -36.4% |
| All | -33.2% | -98.9% | +65.7% | -36.4% |
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