-100.0%
VIVK vs WSM
+44.0%
-144.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +6.5% | -33.9% | -29.1% |
| 7D | -68.7% | +8.0% | -76.7% | -69.3% |
| 30D | -90.0% | +13.5% | -103.5% | -90.3% |
| 3M | -98.1% | +8.8% | -106.9% | -98.1% |
| 6M | -99.9% | +54.7% | -154.6% | -99.9% |
| YTD | -99.9% | +53.3% | -153.2% | -99.9% |
| 1Y | -100.0% | +41.1% | -141.1% | -100.0% |
| All | -100.0% | +44.0% | -144.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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