-100.0%
VIVK vs WCC
+61.8%
-161.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.9% | -16.2% | -11.1% |
| 7D | -1.4% | +4.5% | -5.8% | +0.2% |
| 30D | -43.6% | -5.8% | -37.8% | -44.8% |
| 3M | -95.1% | -3.7% | -91.5% | -95.1% |
| 6M | -98.2% | +23.1% | -121.3% | -97.9% |
| YTD | -97.9% | +44.2% | -142.1% | -97.8% |
| 1Y | -100.0% | +62.1% | -162.1% | -100.0% |
| All | -100.0% | +61.8% | -161.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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