-100.0%
VIVK vs WAB
+1,555.3%
-1,655.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.6% |
| 7D | +13.1% | +1.7% | +11.4% | +12.7% |
| 30D | -29.7% | -2.4% | -27.2% | -29.4% |
| 3M | -93.0% | +9.7% | -102.6% | -93.1% |
| 6M | -98.0% | +16.5% | -114.5% | -98.0% |
| YTD | -97.8% | +33.7% | -131.5% | -97.9% |
| 1Y | -100.0% | +49.7% | -149.6% | -100.0% |
| 3Y | -100.0% | +170.9% | -270.9% | -100.0% |
| 5Y | -100.0% | +228.0% | -328.0% | -100.0% |
| 10Y | -100.0% | +284.8% | -384.8% | -100.0% |
| All | -100.0% | +1,555.3% | -1,655.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling