+43.0%
GWW vs VIK
+236.8%
-193.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.2% |
| 7D | -1.5% | +3.6% | -5.1% | -2.3% |
| 30D | +1.1% | -16.7% | +17.8% | +4.7% |
| 3M | -1.0% | -1.1% | +0.1% | -1.3% |
| 6M | +16.3% | +27.8% | -11.5% | +8.8% |
| YTD | +28.5% | +23.3% | +5.2% | +20.7% |
| 1Y | +30.3% | +38.2% | -7.9% | +18.9% |
| All | +43.0% | +236.8% | -193.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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