-100.0%
VIVK vs WAB
+48.2%
-148.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.7% | -13.0% | -12.5% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | -43.6% | -4.4% | -39.2% | -43.0% |
| 3M | -95.1% | +7.9% | -103.0% | -95.3% |
| 6M | -98.2% | +8.7% | -106.9% | -98.3% |
| YTD | -97.9% | +33.0% | -130.9% | -98.5% |
| 1Y | -100.0% | +46.7% | -146.6% | -100.0% |
| All | -100.0% | +48.2% | -148.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling