-100.0%
VIVK vs WPM
+38.8%
-138.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +12.0% | -39.4% | -26.4% |
| 7D | -68.7% | +3.9% | -72.6% | -68.1% |
| 30D | -90.0% | -3.5% | -86.5% | -89.9% |
| 3M | -98.1% | +14.1% | -112.1% | -98.0% |
| 6M | -99.9% | +6.2% | -106.1% | -99.9% |
| YTD | -99.9% | +12.4% | -112.3% | -99.9% |
| 1Y | -100.0% | +40.0% | -140.0% | -100.0% |
| All | -100.0% | +38.8% | -138.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling