-100.0%
VIVK vs WAB
+46.5%
-146.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.1% | -28.5% | -27.4% |
| 7D | -68.7% | +4.5% | -73.2% | -68.5% |
| 30D | -90.0% | +1.1% | -91.1% | -90.0% |
| 3M | -98.1% | -1.3% | -96.8% | -98.0% |
| 6M | -99.9% | +12.7% | -112.7% | -99.9% |
| YTD | -99.9% | +38.7% | -138.6% | -99.9% |
| 1Y | -100.0% | +44.9% | -144.9% | -100.0% |
| All | -100.0% | +46.5% | -146.5% | -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