-100.0%
VIVK vs WCC
+1,467.9%
-1,567.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +7.2% |
| 7D | +13.1% | +8.5% | +4.6% | +11.5% |
| 30D | -29.7% | -1.0% | -28.7% | -29.6% |
| 3M | -93.0% | +2.1% | -95.1% | -93.1% |
| 6M | -98.0% | +36.8% | -134.8% | -98.1% |
| YTD | -97.8% | +47.7% | -145.5% | -98.0% |
| 1Y | -100.0% | +66.5% | -166.5% | -100.0% |
| 3Y | -100.0% | +134.2% | -234.1% | -100.0% |
| 5Y | -100.0% | +231.6% | -331.6% | -100.0% |
| 10Y | -100.0% | +508.1% | -608.1% | -100.0% |
| All | -100.0% | +1,467.9% | -1,567.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling