+1,215.1%
WM vs VRSK
+711.8%
+503.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +3.2% | +1.6% | +1.6% | +2.6% |
| 30D | +13.0% | +15.1% | -2.1% | +7.2% |
| 3M | +9.2% | +12.1% | -2.8% | +4.3% |
| 6M | +13.6% | +29.4% | -15.8% | +2.5% |
| YTD | +12.4% | -6.4% | +18.8% | +13.1% |
| 1Y | +21.2% | -3.6% | +24.8% | +20.7% |
| 3Y | +48.7% | -10.9% | +59.6% | +50.6% |
| 5Y | +61.9% | -0.5% | +62.4% | +54.7% |
| 10Y | +331.0% | +163.7% | +167.4% | +195.2% |
| All | +1,215.1% | +711.8% | +503.3% | +531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling