+579.5%
VRSK vs WY
+199.6%
+379.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.4% |
| 7D | -7.7% | -3.7% | -4.1% | -6.7% |
| 30D | -2.8% | -11.3% | +8.5% | +0.6% |
| 3M | -3.7% | -8.1% | +4.4% | -1.5% |
| 6M | -12.8% | -7.4% | -5.3% | -11.4% |
| YTD | -21.0% | -4.7% | -16.3% | -20.7% |
| 1Y | -32.5% | -9.2% | -23.3% | -31.3% |
| 3Y | -26.5% | -24.7% | -1.8% | -22.4% |
| 5Y | -11.5% | -21.6% | +10.1% | -8.5% |
| 10Y | +125.7% | +6.7% | +119.0% | +96.9% |
| All | +579.5% | +199.6% | +379.9% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling