-100.0%
VIVK vs GWW
+1,832.5%
-1,932.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.1% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -42.0% | -1.4% | -40.5% | -41.8% |
| 3M | -92.5% | -3.6% | -88.9% | -92.4% |
| 6M | -98.0% | +15.1% | -113.1% | -98.1% |
| YTD | -97.9% | +27.5% | -125.4% | -98.1% |
| 1Y | -100.0% | +29.6% | -129.6% | -100.0% |
| 3Y | -100.0% | +90.1% | -190.0% | -100.0% |
| 5Y | -100.0% | +222.6% | -322.6% | -100.0% |
| 10Y | -100.0% | +566.5% | -666.5% | -100.0% |
| All | -100.0% | +1,832.5% | -1,932.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling