-11.5%
VRSK vs WST
-24.9%
+13.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | -7.7% | +0.4% | -8.2% | -7.8% |
| 30D | -2.8% | -2.0% | -0.8% | -2.5% |
| 3M | -3.7% | +4.1% | -7.8% | -4.4% |
| 6M | -12.8% | +47.4% | -60.2% | -18.2% |
| YTD | -21.0% | +25.4% | -46.4% | -24.1% |
| 1Y | -32.5% | +35.3% | -67.8% | -36.1% |
| 3Y | -26.5% | -11.7% | -14.8% | -27.3% |
| 5Y | -11.5% | -24.0% | +12.5% | -9.4% |
| All | -11.5% | -24.9% | +13.4% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling