+1,038.9%
WELL vs VRSK
+593.4%
+445.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.1% | -5.4% | +4.3% | +0.8% |
| 30D | +0.7% | -1.8% | +2.5% | +1.2% |
| 3M | +14.5% | -2.2% | +16.8% | +14.8% |
| 6M | +14.4% | -14.9% | +29.3% | +19.8% |
| YTD | +28.5% | -20.0% | +48.5% | +36.9% |
| 1Y | +41.8% | -33.1% | +74.9% | +61.9% |
| 3Y | +202.8% | -25.6% | +228.5% | +226.6% |
| 5Y | +208.8% | -10.1% | +218.9% | +202.3% |
| 10Y | +356.5% | +128.4% | +228.1% | +226.8% |
| All | +1,038.9% | +593.4% | +445.5% | +453.5% |
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