+7.0%
WMT vs VRSK
-30.3%
+37.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | +3.9% | -3.1% | +7.0% | +4.1% |
| 30D | -4.4% | -1.6% | -2.8% | -4.3% |
| 3M | -8.8% | +3.5% | -12.3% | -8.6% |
| 6M | -15.6% | -13.4% | -2.3% | -14.7% |
| YTD | -3.2% | -16.5% | +13.3% | -2.3% |
| 1Y | +7.0% | -30.6% | +37.6% | +15.8% |
| All | +7.0% | -30.3% | +37.3% | +15.8% |
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