+135.9%
WMT vs VRSK
-11.8%
+147.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -5.2% | +5.2% | +1.0% |
| 30D | -7.4% | -2.3% | -5.1% | -7.1% |
| 3M | -10.9% | -2.9% | -7.9% | -10.5% |
| 6M | -12.7% | -12.8% | +0.1% | -10.5% |
| YTD | -3.2% | -20.8% | +17.6% | +1.1% |
| 1Y | +5.3% | -33.2% | +38.5% | +14.9% |
| 3Y | +101.9% | -26.6% | +128.4% | +114.3% |
| All | +135.9% | -11.8% | +147.7% | +127.1% |
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