-30.6%
VRSK vs WING
-65.5%
+35.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -3.1% | -3.9% | +0.7% | -2.9% |
| 30D | -1.6% | -11.6% | +10.0% | -0.9% |
| 3M | +3.5% | -24.2% | +27.7% | +5.2% |
| 6M | -13.4% | -54.1% | +40.7% | -11.6% |
| YTD | -16.5% | -53.9% | +37.4% | -14.3% |
| 1Y | -30.6% | -64.4% | +33.8% | -27.8% |
| All | -30.6% | -65.5% | +35.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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