-100.0%
VIVK vs WCN
-8.7%
-91.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.2% | -11.2% | -12.2% |
| 7D | -1.4% | -0.6% | -0.7% | -1.3% |
| 30D | -43.6% | +0.4% | -44.1% | -43.6% |
| 3M | -95.1% | +7.3% | -102.5% | -95.0% |
| 6M | -98.2% | -2.5% | -95.7% | -98.2% |
| YTD | -97.9% | -5.4% | -92.5% | -98.0% |
| 1Y | -100.0% | -8.5% | -91.5% | -100.0% |
| All | -100.0% | -8.7% | -91.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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