-100.0%
VIVK vs GWW
+222.0%
-322.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.6% |
| 7D | -4.4% | -3.4% | -1.0% | -3.4% |
| 30D | -40.8% | -1.9% | -38.9% | -40.6% |
| 3M | -94.1% | -2.4% | -91.7% | -94.1% |
| 6M | -98.2% | +15.7% | -113.9% | -98.3% |
| YTD | -98.0% | +27.6% | -125.6% | -98.2% |
| 1Y | -100.0% | +27.2% | -127.2% | -100.0% |
| 3Y | -100.0% | +89.7% | -189.7% | -100.0% |
| All | -100.0% | +222.0% | -322.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling