-100.0%
VIVK vs BWA
+512.4%
-612.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.5% | +7.8% |
| 7D | +13.1% | +4.3% | +8.8% | +12.7% |
| 30D | -29.7% | -2.9% | -26.8% | -29.5% |
| 3M | -93.0% | -12.4% | -80.5% | -92.9% |
| 6M | -98.0% | +28.6% | -126.5% | -98.0% |
| YTD | -97.8% | +48.2% | -146.0% | -97.8% |
| 1Y | -100.0% | +50.9% | -150.9% | -100.0% |
| 3Y | -100.0% | +72.2% | -172.1% | -100.0% |
| 5Y | -100.0% | +91.1% | -191.1% | -100.0% |
| 10Y | -100.0% | +144.0% | -244.0% | -100.0% |
| All | -100.0% | +512.4% | -612.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling