+1,328.4%
WDC vs VRSK
-26.6%
+1,355.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -5.0% |
| 7D | +4.4% | -7.7% | +12.2% | +0.7% |
| 30D | +5.3% | -2.8% | +8.1% | +4.4% |
| 3M | -5.9% | -3.7% | -2.2% | -6.1% |
| 6M | +73.2% | -12.8% | +86.0% | +70.8% |
| YTD | +167.8% | -21.0% | +188.8% | +157.3% |
| 1Y | +386.0% | -32.5% | +418.5% | +371.3% |
| All | +1,328.4% | -26.6% | +1,355.0% | +1,298.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling