+804.2%
WMT vs VRSK
+585.1%
+219.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -2.5% | -7.7% | +5.3% | -0.6% |
| 30D | -6.4% | -2.8% | -3.6% | -5.9% |
| 3M | -12.1% | -3.7% | -8.4% | -11.6% |
| 6M | -15.0% | -12.8% | -2.2% | -12.7% |
| YTD | -4.5% | -21.0% | +16.5% | +0.1% |
| 1Y | +6.2% | -32.5% | +38.7% | +15.8% |
| 3Y | +99.9% | -26.5% | +126.4% | +111.6% |
| 5Y | +131.4% | -11.5% | +142.9% | +129.8% |
| 10Y | +433.2% | +125.7% | +307.5% | +321.0% |
| All | +804.2% | +585.1% | +219.1% | +491.5% |
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