-100.0%
VIVK vs WST
+341.6%
-441.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.3% |
| 7D | -9.5% | +0.4% | -9.9% | -9.5% |
| 30D | -35.1% | -2.0% | -33.1% | -35.0% |
| 3M | -93.4% | +4.1% | -97.5% | -93.4% |
| 6M | -98.0% | +47.4% | -145.4% | -98.0% |
| YTD | -97.9% | +25.4% | -123.3% | -97.9% |
| 1Y | -100.0% | +35.3% | -135.3% | -100.0% |
| 3Y | -100.0% | -11.7% | -88.3% | -100.0% |
| 5Y | -100.0% | -24.0% | -76.0% | -100.0% |
| All | -100.0% | +341.6% | -441.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling