-100.0%
VIVK vs NWSA
+43.3%
-143.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.5% |
| 7D | -4.4% | -2.8% | -1.6% | -2.8% |
| 30D | -40.8% | +3.0% | -43.8% | -42.0% |
| 3M | -94.1% | +12.3% | -106.5% | -94.6% |
| 6M | -98.2% | +21.9% | -120.1% | -98.4% |
| YTD | -98.0% | +13.6% | -111.6% | -98.2% |
| 1Y | -100.0% | +0.5% | -100.4% | -100.0% |
| 3Y | -100.0% | +43.8% | -143.7% | -100.0% |
| All | -100.0% | +43.3% | -143.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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