+82.6%
WBD vs VRSK
+585.1%
-502.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -0.6% | -7.7% | +7.1% | +2.3% |
| 30D | +4.2% | -2.8% | +7.0% | +5.0% |
| 3M | +7.5% | -3.7% | +11.2% | +7.9% |
| 6M | +1.6% | -12.8% | +14.4% | +5.2% |
| YTD | -2.2% | -21.0% | +18.8% | +4.7% |
| 1Y | +124.9% | -32.5% | +157.3% | +155.2% |
| 3Y | +149.1% | -26.5% | +175.6% | +170.0% |
| 5Y | +7.8% | -11.5% | +19.3% | +6.0% |
| 10Y | +14.9% | +125.7% | -110.8% | -26.4% |
| All | +82.6% | +585.1% | -502.5% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling