+0.2%
WM vs VRSK
-33.5%
+33.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -3.1% | -7.7% | +4.6% | -1.4% |
| 30D | -5.3% | -2.8% | -2.5% | -4.8% |
| 3M | -4.2% | -3.7% | -0.5% | -3.4% |
| 6M | -8.1% | -12.8% | +4.7% | -5.6% |
| YTD | -1.4% | -21.0% | +19.5% | +4.7% |
| 1Y | +0.2% | -32.5% | +32.7% | +11.3% |
| All | +0.2% | -33.5% | +33.7% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling