+404.6%
VIAV vs WWD
+498.2%
-93.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.3% | +3.1% |
| 7D | +11.2% | -2.6% | +13.7% | +12.3% |
| 30D | -10.1% | -6.9% | -3.2% | -7.4% |
| 3M | -22.9% | -13.0% | -9.8% | -18.5% |
| 6M | +28.8% | -12.5% | +41.2% | +35.6% |
| YTD | +117.5% | +11.8% | +105.6% | +108.4% |
| 1Y | +216.1% | +41.1% | +175.0% | +175.5% |
| 3Y | +292.2% | +163.1% | +129.1% | +161.6% |
| 5Y | +141.0% | +187.6% | -46.6% | +51.0% |
| All | +404.6% | +498.2% | -93.7% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling