+366.0%
WDC vs VRSK
-32.3%
+398.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -2.8% |
| 7D | -4.3% | -5.2% | +0.9% | -8.4% |
| 30D | -1.5% | -2.3% | +0.8% | -2.6% |
| 3M | -15.5% | -2.9% | -12.6% | -14.9% |
| 6M | +66.5% | -12.8% | +79.3% | +59.0% |
| YTD | +159.9% | -20.8% | +180.7% | +119.1% |
| 1Y | +366.0% | -33.2% | +399.2% | +277.7% |
| All | +366.0% | -32.3% | +398.3% | +277.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling