-100.0%
VIVK vs WSM
+3,438.5%
-3,538.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | -9.5% | +0.4% | -9.9% | -9.6% |
| 30D | -35.1% | -10.7% | -24.4% | -34.1% |
| 3M | -93.4% | +8.5% | -101.8% | -93.5% |
| 6M | -98.0% | +19.6% | -117.6% | -98.0% |
| YTD | -97.9% | +26.6% | -124.5% | -97.9% |
| 1Y | -100.0% | +12.0% | -111.9% | -100.0% |
| 3Y | -100.0% | +226.6% | -326.6% | -100.0% |
| 5Y | -100.0% | +174.1% | -274.1% | -100.0% |
| 10Y | -100.0% | +1,052.9% | -1,152.9% | -100.0% |
| All | -100.0% | +3,438.5% | -3,538.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling