Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WTM (White Mountains Insurance Group, Ltd.) | -6.58% | 5.35% | 13.80% | 15.97% | 10.48% | 12.26% | 5.82% | 11.10% |
Data as of 07/18/2025, AR inception is 05/09/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WTM (White Mountains Insurance Group, Ltd.) | 05/09/1986 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.80 | 5.35 | 13.80 | 15.97 | 10.48 | 12.26 | 5.82 | 11.10 | -6.58 | 29.31 | 6.49 | 39.63 | 1.41 | -10.19 | 30.20 | 0.88 | 1.93 | 15.17 | 15.52 | 4.66 | 17.31 | 13.80 | 35.51 | 1.17 | 25.35 | -47.58 | -9.98 | 5.31 | -12.43 | 40.74 | 42.85 | -6.90 | 9.45 | 167.11 | -12.91 | 17.14 | 27.30 | 29.09 | 3.11 | -7.96 | 9.03 | 3.04 | 36.16 | 52.01 | 20.91 | 15.56 | -25.85 | -5.12 |
| Sharpe Ratio | NA | 0.10 | 0.43 | 0.57 | 0.39 | NA | NA | 0.34 | -0.66 | 0.99 | 0.09 | 1.56 | 0.06 | -0.25 | 2.12 | -0.03 | 0.11 | 0.93 | 0.85 | 0.35 | 1.18 | 0.90 | 1.25 | 0.05 | 0.48 | -0.76 | -0.60 | 0.08 | -0.63 | 1.54 | 2.26 | -0.33 | 0.29 | 4.56 | -0.77 | 0.82 | 1.28 | 2.03 | -0.05 | -0.67 | 0.29 | 0.06 | 2.54 | 1.31 | 0.71 | 0.47 | -0.77 | -0.38 |
| Standard Deviation(%) | NA | 22.54 | 24.35 | 24.22 | 22.84 | NA | NA | 25.85 | 22.65 | 22.97 | 25.26 | 24.68 | 22.06 | 41.44 | 13.59 | 14.15 | 11.80 | 16.14 | 18.22 | 13.13 | 14.70 | 15.40 | 28.36 | 21.35 | 52.68 | 63.99 | 21.75 | 24.77 | 23.30 | 25.78 | 18.62 | 24.37 | 25.31 | 35.76 | 20.84 | 16.86 | 18.56 | 12.48 | 14.18 | 16.29 | 23.52 | 11.12 | 12.70 | 35.54 | 21.43 | 22.97 | 38.75 | 30.95 |
| Draw Down(%) | NA | 15.62 | 15.62 | 22.07 | 40.16 | NA | NA | 77.67 | 14.26 | 10.67 | 14.93 | 15.54 | 22.07 | 40.16 | 4.85 | 14.80 | 10.90 | 5.73 | 10.05 | 7.31 | 8.96 | 9.61 | 12.59 | 18.10 | 47.55 | 58.48 | 17.23 | 23.95 | 20.39 | 15.67 | 13.91 | 24.74 | 19.31 | 15.35 | 21.98 | 23.34 | 10.71 | 6.59 | 12.83 | 22.93 | 20.43 | 9.84 | 4.61 | 19.15 | 17.03 | 14.61 | 42.04 | 19.25 |
| Yield(%) | 0.00 | 0.06 | 0.08 | 0.12 | 0.15 | 0.31 | 0.32 | 3.97 | 0.05 | 0.07 | 0.07 | 0.10 | 0.10 | 0.09 | 0.12 | 0.12 | 0.12 | 0.14 | 0.16 | 0.17 | 0.19 | 0.22 | 0.29 | 0.30 | 0.38 | 0.79 | 1.38 | 1.44 | 1.27 | 0.22 | 0.31 | 0.29 | 0.32 | 1.02 | 1.13 | 1.31 | 0.84 | 0.54 | 0.00 | 0.00 | 0.00 | 0.00 | 1.30 | 1.93 | 2.06 | 1.89 | 1.14 | 0.60 |
Data as of 07/18/2025, AR inception is 05/09/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WTM (White Mountains Insurance Group, Ltd.) |
-32.96%
Mar 2006 - Mar 2009 |
-19.07%
Mar 2004 - Mar 2009 |
0.44%
Dec 2004 - Dec 2014 |
2.17%
Sep 2005 - Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WTM (White Mountains Insurance Group, Ltd.) |
43.97%
Feb 2000 - Feb 2003 |
43.33%
Feb 2000 - Feb 2005 |
26.08%
May 1995 - May 2005 |
23.25%
Feb 1990 - Feb 2005 |
Annualized Rolling Returns Comparison Chart