+303.5%
WM vs VRSK
+125.6%
+177.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -3.1% | -7.7% | +4.6% | 0.0% |
| 30D | -5.3% | -2.8% | -2.5% | -4.5% |
| 3M | -4.2% | -3.7% | -0.5% | -3.3% |
| 6M | -8.1% | -12.8% | +4.7% | -3.8% |
| YTD | -1.4% | -21.0% | +19.5% | +7.0% |
| 1Y | +0.2% | -32.5% | +32.7% | +16.3% |
| 3Y | +43.1% | -26.5% | +69.6% | +57.4% |
| 5Y | +49.8% | -11.5% | +61.3% | +48.1% |
| All | +303.5% | +125.6% | +177.8% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling