-9.2%
VRSK vs WWD
+27.2%
-36.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | 0.0% |
| 7D | +4.2% | +7.3% | -3.1% | +5.8% |
| 30D | +21.2% | -2.0% | +23.2% | +20.8% |
| 3M | +2.9% | -12.6% | +15.5% | +0.4% |
| 6M | +11.3% | -8.4% | +19.7% | +10.3% |
| YTD | -10.8% | +8.2% | -19.1% | -8.3% |
| 1Y | -9.2% | +26.5% | -35.7% | -6.8% |
| All | -9.2% | +27.2% | -36.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling