-11.3%
VRSK vs WING
-36.9%
+25.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.7% | +0.2% | -8.0% | -7.8% |
| 30D | -2.8% | -0.5% | -2.4% | -2.9% |
| 3M | -3.7% | -23.9% | +20.2% | -1.4% |
| 6M | -12.8% | -48.9% | +36.1% | -7.5% |
| YTD | -21.0% | -53.3% | +32.4% | -15.9% |
| 1Y | -32.5% | -60.3% | +27.8% | -27.2% |
| 3Y | -26.5% | -30.1% | +3.6% | -32.6% |
| All | -11.3% | -36.9% | +25.7% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling