+26.9%
WMT vs VRSK
-2.2%
+29.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -8.0% | -1.7% |
| 7D | +5.3% | +10.9% | -5.5% | +4.4% |
| 30D | +19.1% | +28.0% | -8.9% | +17.0% |
| 3M | +14.0% | +12.3% | +1.6% | +12.5% |
| 6M | -1.9% | +17.8% | -19.8% | -2.6% |
| YTD | +15.4% | -4.7% | +20.1% | +10.1% |
| 1Y | +26.9% | -0.2% | +27.1% | +22.4% |
| All | +26.9% | -2.2% | +29.1% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling