+1,036.9%
WMB vs VRSK
+583.6%
+453.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.5% | +7.8% | +4.2% |
| 7D | +0.8% | -9.7% | +10.5% | +4.3% |
| 30D | +7.7% | -8.5% | +16.2% | +10.7% |
| 3M | +6.7% | -1.7% | +8.4% | +6.0% |
| 6M | +3.6% | -17.9% | +21.5% | +9.4% |
| YTD | +28.0% | -21.1% | +49.1% | +36.3% |
| 1Y | +37.6% | -35.1% | +72.8% | +57.9% |
| 3Y | +149.0% | -26.7% | +175.7% | +165.8% |
| 5Y | +285.3% | -12.0% | +297.3% | +268.5% |
| 10Y | +302.1% | +122.9% | +179.2% | +132.4% |
| All | +1,036.9% | +583.6% | +453.3% | +325.5% |
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 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