+46.5%
WM vs VRSK
-11.4%
+57.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +1.0% |
| 7D | +0.8% | +4.1% | -3.4% | -0.4% |
| 30D | +13.8% | +16.1% | -2.2% | +9.2% |
| 3M | +6.4% | +14.1% | -7.7% | +2.2% |
| 6M | +13.2% | +22.9% | -9.6% | +6.7% |
| YTD | +10.8% | -7.2% | +17.9% | +12.8% |
| 1Y | +20.2% | -3.4% | +23.5% | +20.7% |
| All | +46.5% | -11.4% | +57.9% | +55.6% |
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