+124.0%
VRSK vs WPM
+558.4%
-434.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | -2.3% | +14.4% | -16.7% | -3.4% |
| 3M | -2.9% | +37.0% | -39.9% | -5.5% |
| 6M | -12.8% | +4.1% | -16.9% | -13.4% |
| YTD | -20.8% | +31.7% | -52.5% | -23.7% |
| 1Y | -33.2% | +44.2% | -77.4% | -36.5% |
| 3Y | -26.6% | +265.5% | -292.1% | -38.2% |
| 5Y | -11.3% | +262.5% | -273.8% | -26.3% |
| All | +124.0% | +558.4% | -434.4% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling