-100.0%
VIVK vs BWA
+70.7%
-170.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.5% | -8.8% | -7.4% |
| 7D | -4.4% | -1.3% | -3.1% | -4.3% |
| 30D | -40.8% | -2.9% | -37.9% | -40.8% |
| 3M | -94.1% | -10.7% | -83.4% | -94.1% |
| 6M | -98.2% | +26.5% | -124.7% | -98.2% |
| YTD | -98.0% | +49.1% | -147.1% | -98.1% |
| 1Y | -100.0% | +52.1% | -152.0% | -100.0% |
| 3Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +70.7% | -170.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling