-100.0%
VIVK vs WSM
+12.7%
-112.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -7.9% |
| 7D | -4.4% | -0.5% | -3.8% | -4.2% |
| 30D | -40.8% | -7.7% | -33.1% | -38.5% |
| 3M | -94.1% | +3.8% | -97.9% | -94.5% |
| 6M | -98.2% | +22.7% | -120.9% | -98.6% |
| YTD | -98.0% | +28.0% | -126.0% | -98.6% |
| 1Y | -100.0% | +12.7% | -112.7% | -100.0% |
| All | -100.0% | +12.7% | -112.7% | -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