+579.5%
VRSK vs WWD
+1,455.8%
-876.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -7.7% | -2.9% | -4.9% | -7.2% |
| 30D | -2.8% | -6.6% | +3.8% | -1.6% |
| 3M | -3.7% | -9.3% | +5.6% | -2.3% |
| 6M | -12.8% | -13.6% | +0.8% | -11.1% |
| YTD | -21.0% | +10.4% | -31.3% | -24.5% |
| 1Y | -32.5% | +39.9% | -72.3% | -39.3% |
| 3Y | -26.5% | +165.0% | -191.6% | -44.8% |
| 5Y | -11.5% | +183.8% | -195.3% | -35.9% |
| 10Y | +125.7% | +486.6% | -360.9% | +28.3% |
| All | +579.5% | +1,455.8% | -876.3% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling