-100.0%
VIVK vs WCN
+1,431.6%
-1,531.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.2% | -6.1% |
| 7D | -7.9% | -1.7% | -6.2% | -7.5% |
| 30D | -42.0% | -3.0% | -39.0% | -41.6% |
| 3M | -92.5% | +2.5% | -95.0% | -92.5% |
| 6M | -98.0% | -5.7% | -92.3% | -98.0% |
| YTD | -97.9% | -7.4% | -90.5% | -97.9% |
| 1Y | -100.0% | -8.6% | -91.3% | -100.0% |
| 3Y | -100.0% | +19.4% | -119.4% | -100.0% |
| 5Y | -100.0% | +27.2% | -127.2% | -100.0% |
| 10Y | -100.0% | +238.5% | -338.5% | -100.0% |
| All | -100.0% | +1,431.6% | -1,531.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling