-100.0%
VIVK vs WING
+407.7%
-507.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.0% | -13.3% | -6.9% |
| 7D | -4.4% | +7.2% | -11.6% | -3.7% |
| 30D | -40.8% | +4.8% | -45.6% | -40.5% |
| 3M | -94.1% | -23.7% | -70.5% | -94.2% |
| 6M | -98.2% | -43.6% | -54.6% | -98.3% |
| YTD | -98.0% | -50.6% | -47.4% | -98.1% |
| 1Y | -100.0% | -57.0% | -42.9% | -100.0% |
| 3Y | -100.0% | -28.3% | -71.7% | -100.0% |
| 5Y | -100.0% | -32.4% | -67.6% | -100.0% |
| All | -100.0% | +407.7% | -507.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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