-100.0%
VIVK vs WAB
+164.6%
-264.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -9.5% | -0.2% | -9.3% | -9.4% |
| 30D | -35.1% | -5.9% | -29.2% | -34.1% |
| 3M | -93.4% | +9.4% | -102.7% | -93.6% |
| 6M | -98.0% | +13.8% | -111.8% | -98.1% |
| YTD | -97.9% | +31.8% | -129.6% | -98.1% |
| 1Y | -100.0% | +48.5% | -148.5% | -100.0% |
| All | -100.0% | +164.6% | -264.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling