+371.8%
WFC vs VRSK
+585.1%
-213.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +0.3% | -7.7% | +8.0% | +3.5% |
| 30D | +2.3% | -2.8% | +5.1% | +3.1% |
| 3M | +9.8% | -3.7% | +13.5% | +10.2% |
| 6M | +15.6% | -12.8% | +28.3% | +19.9% |
| YTD | -2.4% | -21.0% | +18.5% | +4.8% |
| 1Y | +13.8% | -32.5% | +46.3% | +30.6% |
| 3Y | +134.6% | -26.5% | +161.2% | +152.1% |
| 5Y | +127.9% | -11.5% | +139.4% | +117.5% |
| 10Y | +141.8% | +125.7% | +16.1% | +41.9% |
| All | +371.8% | +585.1% | -213.3% | +55.4% |
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