+225.7%
VIK vs GWRE
+26.8%
+198.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.9% | -13.2% | +12.3% | +0.2% |
| 30D | -18.4% | -18.6% | +0.2% | -17.4% |
| 3M | -8.8% | +18.9% | -27.7% | -11.5% |
| 6M | +17.1% | -11.0% | +28.1% | +17.5% |
| YTD | +19.0% | -29.9% | +48.9% | +24.7% |
| 1Y | +30.1% | -44.3% | +74.5% | +43.6% |
| All | +225.7% | +26.8% | +198.9% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling