-33.3%
VRSK vs WST
+34.6%
-67.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | -7.7% | +0.4% | -8.2% | -7.8% |
| 30D | -2.8% | -2.0% | -0.8% | -2.7% |
| 3M | -3.7% | +4.1% | -7.8% | -4.3% |
| 6M | -12.8% | +47.4% | -60.2% | -16.5% |
| YTD | -21.0% | +25.4% | -46.4% | -23.9% |
| All | -33.3% | +34.6% | -67.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling