-100.0%
VIVK vs NWSA
+122.3%
-222.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -6.0% | -6.2% |
| 7D | -7.9% | -3.1% | -4.8% | -7.0% |
| 30D | -42.0% | +4.3% | -46.2% | -42.7% |
| 3M | -92.5% | +9.2% | -101.7% | -92.7% |
| 6M | -98.0% | +21.6% | -119.6% | -98.1% |
| YTD | -97.9% | +14.2% | -112.1% | -98.0% |
| 1Y | -100.0% | +1.8% | -101.7% | -100.0% |
| 3Y | -100.0% | +44.4% | -144.4% | -100.0% |
| 5Y | -100.0% | +41.0% | -140.9% | -100.0% |
| 10Y | -100.0% | +150.0% | -250.0% | -100.0% |
| All | -100.0% | +122.3% | -222.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling