+52.5%
WM vs VRSK
-12.0%
+64.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +5.0% | +1.2% |
| 7D | -0.9% | -9.7% | +8.8% | +2.3% |
| 30D | -4.3% | -8.5% | +4.2% | -1.8% |
| 3M | +0.8% | -1.7% | +2.4% | +1.0% |
| 6M | -10.8% | -17.9% | +7.1% | -5.4% |
| YTD | -0.1% | -21.1% | +21.1% | +7.3% |
| 1Y | +1.0% | -35.1% | +36.2% | +16.3% |
| 3Y | +45.1% | -26.7% | +71.8% | +58.5% |
| All | +52.5% | -12.0% | +64.6% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling