+124.0%
VRSK vs WTW
+198.0%
-74.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.2% | -5.7% | +0.6% | -2.5% |
| 30D | -2.3% | -7.3% | +4.9% | +1.1% |
| 3M | -2.9% | +21.5% | -24.4% | -11.7% |
| 6M | -12.8% | +9.6% | -22.4% | -17.1% |
| YTD | -20.8% | -3.3% | -17.5% | -21.1% |
| 1Y | -33.2% | -6.1% | -27.1% | -32.5% |
| 3Y | -26.6% | +61.8% | -88.4% | -44.1% |
| 5Y | -11.3% | +42.7% | -54.0% | -29.0% |
| All | +124.0% | +198.0% | -74.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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