-100.0%
VIVK vs WEC
+146.6%
-246.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -40.8% | -2.6% | -38.2% | -40.4% |
| 3M | -94.1% | -6.0% | -88.1% | -94.0% |
| 6M | -98.2% | -5.4% | -92.8% | -98.2% |
| YTD | -98.0% | +2.5% | -100.5% | -98.0% |
| 1Y | -100.0% | -0.7% | -99.2% | -100.0% |
| 3Y | -100.0% | +38.7% | -138.7% | -100.0% |
| 5Y | -100.0% | +31.7% | -131.7% | -100.0% |
| All | -100.0% | +146.6% | -246.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling