-100.0%
VIVK vs WAT
+54.7%
-154.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -7.4% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -40.8% | -1.9% | -38.9% | -40.8% |
| 3M | -94.1% | +13.5% | -107.7% | -94.2% |
| 6M | -98.2% | +37.2% | -135.4% | -98.2% |
| YTD | -98.0% | +7.5% | -105.5% | -98.0% |
| 1Y | -100.0% | +35.0% | -135.0% | -100.0% |
| 3Y | -100.0% | +55.1% | -155.1% | -100.0% |
| All | -100.0% | +54.7% | -154.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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