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W.R. Berkley Corporation (WRB) vs Federal Debt
Correlation
of % moves
-32%
In sync
of periods
71%
History
monthsmonths · through 2025-10
18
These move in the same direction about 71% of the time
Their swing sizes only faintly mirror each other (~10% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
WRB moves ~7 months before Federal Debt
Watch WRB for an early read on Federal Debt.
Advanced
Statistics
In sync(i)
70.6%
Headline metric
Movement correlation(i)
-32%
Based on % moves
95% CI
-69% → +19%
Pipeline
Pipeline Summary
18 paired data points survived the monthly window.
Raw input
1,254
240
Normalized
1,254
240
Prepared
61
240
Aligned
18
18
Invalid removed
Likely range of correlation
R²(i)
10.3%
Variance explained
Significance
n.s.
Statistical confidence
Data points
18
Limited
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -7 to 7 months.
Selected shift
+7 months
Correlation at this shift
+59%
+27% stronger than no-shift baseline
Federal Debt shifted 7 months earlier. Reads: "Does W.R. Berkley Corporation (WRB) today line up with Federal Debt 7 months from now?"
10 overlapping points at this shift
Baseline
-32%
No-shift correlation, matching the main time-series chart above.
Peak shift
+7 months
+59%
A non-zero peak suggests one series lines up better when shifted against the other.
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
265
A: 43 / B: 222
Series A
W.R. Berkley Corporation (WRB)
WRB
Stock · 1,254 raw → 61 prepared
Series B
Federal Debt
GFDEBTN
FRED · 240 raw → 240 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0463
Linear regression slope.
Intercept
0.0201
Linear regression intercept.
Saved 2 weeks ago · ID: fred-gfdebtn_stock-wrb_monthly_5y