+1,188.5%
WDC vs VRSK
+126.1%
+1,062.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -5.2% | +0.9% | -2.9% |
| 30D | -1.5% | -2.3% | +0.8% | -1.3% |
| 3M | -15.5% | -2.9% | -12.6% | -17.6% |
| 6M | +66.5% | -12.8% | +79.3% | +68.1% |
| YTD | +159.9% | -20.8% | +180.7% | +171.2% |
| 1Y | +366.0% | -33.2% | +399.2% | +424.4% |
| 3Y | +1,285.8% | -26.6% | +1,312.4% | +1,303.0% |
| 5Y | +925.6% | -11.3% | +936.9% | +782.5% |
| All | +1,188.5% | +126.1% | +1,062.5% | +537.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling