-26.6%
VRSK vs WSM
+230.1%
-256.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -5.2% | -0.5% | -4.6% | -5.2% |
| 30D | -2.3% | -7.7% | +5.4% | -2.3% |
| 3M | -2.9% | +3.8% | -6.7% | -2.9% |
| 6M | -12.8% | +22.7% | -35.5% | -12.8% |
| YTD | -20.8% | +28.0% | -48.8% | -20.9% |
| 1Y | -33.2% | +12.7% | -45.9% | -33.2% |
| 3Y | -26.6% | +231.3% | -257.9% | -30.6% |
| All | -26.6% | +230.1% | -256.7% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling