+580.9%
VRSK vs WTW
+483.6%
+97.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.2% | -5.7% | +0.6% | -2.8% |
| 30D | -2.3% | -7.3% | +4.9% | +0.7% |
| 3M | -2.9% | +21.5% | -24.4% | -10.7% |
| 6M | -12.8% | +9.6% | -22.4% | -16.6% |
| YTD | -20.8% | -3.3% | -17.5% | -21.0% |
| 1Y | -33.2% | -6.1% | -27.1% | -32.5% |
| 3Y | -26.6% | +61.8% | -88.4% | -41.7% |
| 5Y | -11.3% | +42.7% | -54.0% | -26.4% |
| 10Y | +126.1% | +197.2% | -71.1% | +41.4% |
| All | +580.9% | +483.6% | +97.2% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling