+43.3%
WM vs VRSK
-25.7%
+69.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -1.2% | -5.4% | +4.2% | +0.3% |
| 30D | -4.5% | -1.8% | -2.7% | -4.2% |
| 3M | -2.2% | -2.2% | 0.0% | -1.8% |
| 6M | -11.5% | -14.9% | +3.4% | -7.8% |
| YTD | -0.7% | -20.0% | +19.3% | +5.6% |
| 1Y | +0.3% | -33.1% | +33.5% | +13.0% |
| All | +43.3% | -25.7% | +69.0% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling