+587.8%
VRSK vs WST
+1,799.5%
-1,211.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -5.4% | -1.7% | -3.7% | -5.0% |
| 30D | -1.8% | -4.3% | +2.6% | -0.7% |
| 3M | -2.2% | +0.7% | -3.0% | -2.7% |
| 6M | -14.9% | +36.0% | -50.9% | -21.9% |
| YTD | -20.0% | +22.7% | -42.8% | -24.8% |
| 1Y | -33.1% | +34.1% | -67.2% | -39.0% |
| 3Y | -25.6% | -13.6% | -12.1% | -28.5% |
| 5Y | -10.1% | -26.0% | +15.9% | -11.5% |
| 10Y | +128.4% | +335.8% | -207.4% | +19.2% |
| All | +587.8% | +1,799.5% | -1,211.7% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling