+201.2%
WELL vs VRSK
-11.9%
+213.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -2.2% | -7.7% | +5.5% | -0.2% |
| 30D | +4.7% | -2.8% | +7.5% | +5.3% |
| 3M | +11.9% | -3.7% | +15.6% | +12.6% |
| 6M | +14.3% | -12.8% | +27.1% | +18.0% |
| YTD | +28.4% | -21.0% | +49.3% | +36.6% |
| 1Y | +42.3% | -32.5% | +74.8% | +60.1% |
| 3Y | +202.6% | -26.5% | +229.1% | +226.1% |
| All | +201.2% | -11.9% | +213.1% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling