+3.6%
WBD vs VRSK
-11.8%
+15.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.7% | -5.2% | +4.4% | +0.8% |
| 30D | +1.4% | -2.3% | +3.7% | +1.9% |
| 3M | +4.4% | -2.9% | +7.3% | +4.3% |
| 6M | +0.8% | -12.8% | +13.6% | +4.3% |
| YTD | -2.7% | -20.8% | +18.1% | +4.2% |
| 1Y | +73.4% | -33.2% | +106.6% | +99.4% |
| 3Y | +142.1% | -26.6% | +168.7% | +162.2% |
| All | +3.6% | -11.8% | +15.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling