-100.0%
VIVK vs WSM
+175.3%
-275.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -7.5% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | -40.8% | -7.7% | -33.1% | -40.2% |
| 3M | -94.1% | +3.8% | -97.9% | -94.2% |
| 6M | -98.2% | +22.7% | -120.9% | -98.3% |
| YTD | -98.0% | +28.0% | -126.0% | -98.1% |
| 1Y | -100.0% | +12.7% | -112.7% | -100.0% |
| 3Y | -100.0% | +231.3% | -331.3% | -100.0% |
| All | -100.0% | +175.3% | -275.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling