-100.0%
VIVK vs WAT
-4.5%
-95.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.5% | -6.8% | -6.4% |
| 7D | -7.9% | -1.8% | -6.1% | -7.7% |
| 30D | -42.0% | -1.7% | -40.3% | -41.8% |
| 3M | -92.5% | +9.1% | -101.6% | -92.6% |
| 6M | -98.0% | +32.4% | -130.4% | -98.0% |
| YTD | -97.9% | +6.6% | -104.5% | -97.9% |
| 1Y | -100.0% | +34.7% | -134.7% | -100.0% |
| 3Y | -100.0% | +53.6% | -153.6% | -100.0% |
| All | -100.0% | -4.5% | -95.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling