+36.0%
VIK vs GWRE
-25.4%
+61.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.2% | -0.3% |
| 7D | -3.0% | -21.1% | +18.1% | -3.6% |
| 30D | -20.7% | +1.3% | -22.0% | -20.6% |
| 3M | -4.6% | +7.4% | -12.1% | -4.2% |
| 6M | +14.0% | +5.6% | +8.4% | +15.2% |
| YTD | +20.2% | -19.2% | +39.4% | +20.1% |
| 1Y | +36.0% | -25.1% | +61.2% | +35.7% |
| All | +36.0% | -25.4% | +61.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling