+124.0%
VRSK vs WSM
+1,071.8%
-947.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -5.2% | -0.5% | -4.6% | -5.1% |
| 30D | -2.3% | -7.7% | +5.4% | -1.3% |
| 3M | -2.9% | +3.8% | -6.7% | -3.5% |
| 6M | -12.8% | +22.7% | -35.5% | -15.5% |
| YTD | -20.8% | +28.0% | -48.8% | -23.9% |
| 1Y | -33.2% | +12.7% | -45.9% | -34.8% |
| 3Y | -26.6% | +231.3% | -257.9% | -42.8% |
| 5Y | -11.3% | +177.2% | -188.5% | -30.8% |
| All | +124.0% | +1,071.8% | -947.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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