-100.0%
VIVK vs WCC
+211.6%
-311.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.7% |
| 7D | -9.5% | +1.7% | -11.1% | -9.6% |
| 30D | -35.1% | -6.1% | -29.1% | -34.8% |
| 3M | -93.4% | +3.1% | -96.4% | -93.4% |
| 6M | -98.0% | +28.2% | -126.2% | -98.0% |
| YTD | -97.9% | +41.1% | -138.9% | -98.0% |
| 1Y | -100.0% | +61.3% | -161.3% | -100.0% |
| 3Y | -100.0% | +123.6% | -223.6% | -100.0% |
| 5Y | -100.0% | +214.8% | -314.8% | -100.0% |
| All | -100.0% | +211.6% | -311.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling