+580.9%
VRSK vs WU
-20.5%
+601.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -5.2% | -3.5% | -1.7% | -4.3% |
| 30D | -2.3% | -2.9% | +0.6% | -1.6% |
| 3M | -2.9% | -2.3% | -0.7% | -3.0% |
| 6M | -12.8% | -25.4% | +12.6% | -6.7% |
| YTD | -20.8% | -21.2% | +0.4% | -16.7% |
| 1Y | -33.2% | -8.9% | -24.4% | -32.8% |
| 3Y | -26.6% | -29.0% | +2.4% | -22.2% |
| 5Y | -11.3% | -50.7% | +39.4% | +1.9% |
| 10Y | +126.1% | -39.7% | +165.8% | +143.1% |
| All | +580.9% | -20.5% | +601.3% | +560.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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