+152.1%
VRSK vs WING
+412.2%
-260.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | -5.4% | -2.3% | -3.1% | -5.1% |
| 30D | -1.8% | -5.6% | +3.9% | -1.2% |
| 3M | -2.2% | -22.9% | +20.7% | +0.8% |
| 6M | -14.9% | -50.4% | +35.5% | -7.2% |
| YTD | -20.0% | -53.3% | +33.3% | -12.7% |
| 1Y | -33.1% | -61.2% | +28.1% | -25.5% |
| 3Y | -25.6% | -30.1% | +4.4% | -29.5% |
| 5Y | -10.1% | -35.0% | +24.9% | -17.2% |
| 10Y | +128.4% | +375.5% | -247.1% | +47.4% |
| All | +152.1% | +412.2% | -260.1% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling