-100.0%
VIVK vs WPM
+1,609.4%
-1,709.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.4% | -6.4% |
| 7D | -7.9% | +3.9% | -11.8% | -8.0% |
| 30D | -42.0% | +17.7% | -59.6% | -42.3% |
| 3M | -92.5% | +39.4% | -131.9% | -92.6% |
| 6M | -98.0% | +6.4% | -104.4% | -98.0% |
| YTD | -97.9% | +34.0% | -131.9% | -97.9% |
| 1Y | -100.0% | +50.5% | -150.5% | -100.0% |
| 3Y | -100.0% | +280.3% | -380.3% | -100.0% |
| 5Y | -100.0% | +266.3% | -366.3% | -100.0% |
| 10Y | -100.0% | +550.8% | -650.8% | -100.0% |
| All | -100.0% | +1,609.4% | -1,709.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling