-26.6%
VRSK vs WY
-24.8%
-1.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.2% | -4.2% | -1.0% | -4.5% |
| 30D | -2.3% | -10.1% | +7.8% | -0.8% |
| 3M | -2.9% | -8.5% | +5.6% | -1.6% |
| 6M | -12.8% | -3.3% | -9.5% | -12.6% |
| YTD | -20.8% | -4.4% | -16.4% | -21.0% |
| 1Y | -33.2% | -11.5% | -21.7% | -32.4% |
| 3Y | -26.6% | -24.3% | -2.3% | -24.2% |
| All | -26.6% | -24.8% | -1.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling