-100.0%
VIVK vs WEC
+39.2%
-139.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -9.5% | -1.3% | -8.2% | -8.8% |
| 30D | -35.1% | -0.4% | -34.7% | -35.0% |
| 3M | -93.4% | -6.8% | -86.6% | -93.1% |
| 6M | -98.0% | -6.4% | -91.6% | -97.9% |
| YTD | -97.9% | +2.5% | -100.3% | -97.8% |
| 1Y | -100.0% | -0.4% | -99.6% | -100.0% |
| All | -100.0% | +39.2% | -139.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling