-100.0%
VIVK vs WCN
+18.4%
-118.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.4% |
| 7D | -4.4% | -3.1% | -1.3% | -3.8% |
| 30D | -40.8% | -3.4% | -37.4% | -40.4% |
| 3M | -94.1% | +3.0% | -97.1% | -94.1% |
| 6M | -98.2% | -3.8% | -94.4% | -98.1% |
| YTD | -98.0% | -8.3% | -89.7% | -98.0% |
| 1Y | -100.0% | -9.7% | -90.2% | -100.0% |
| 3Y | -100.0% | +17.2% | -117.1% | -100.0% |
| All | -100.0% | +18.4% | -118.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling