-100.0%
VIVK vs WCC
+541.6%
-641.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.7% | -11.1% | -7.9% |
| 7D | -4.4% | +1.5% | -5.9% | -4.6% |
| 30D | -40.8% | -2.1% | -38.7% | -40.7% |
| 3M | -94.1% | +3.8% | -98.0% | -94.2% |
| 6M | -98.2% | +35.0% | -133.2% | -98.3% |
| YTD | -98.0% | +46.4% | -144.4% | -98.2% |
| 1Y | -100.0% | +63.0% | -162.9% | -100.0% |
| 3Y | -100.0% | +133.9% | -233.9% | -100.0% |
| 5Y | -100.0% | +226.5% | -326.5% | -100.0% |
| All | -100.0% | +541.6% | -641.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling