+2,007.5%
WDC vs VRSK
+585.1%
+1,422.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.0% |
| 7D | +4.4% | -7.7% | +12.2% | +7.5% |
| 30D | +5.3% | -2.8% | +8.1% | +5.8% |
| 3M | -5.9% | -3.7% | -2.2% | -8.1% |
| 6M | +73.2% | -12.8% | +86.0% | +74.7% |
| YTD | +167.8% | -21.0% | +188.8% | +180.0% |
| 1Y | +386.0% | -32.5% | +418.5% | +442.7% |
| 3Y | +1,309.7% | -26.5% | +1,336.2% | +1,337.0% |
| 5Y | +957.1% | -11.5% | +968.6% | +835.1% |
| 10Y | +1,246.7% | +125.7% | +1,121.0% | +574.4% |
| All | +2,007.5% | +585.1% | +1,422.4% | +481.2% |
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