-100.0%
VIVK vs WST
+49.0%
-149.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | -38.6% | +4.9% | -43.5% | -40.4% |
| 30D | -87.7% | +10.7% | -98.4% | -88.2% |
| 3M | -98.9% | +16.8% | -115.7% | -98.9% |
| 6M | -100.0% | +32.0% | -131.9% | -100.0% |
| YTD | -100.0% | +49.9% | -149.9% | -100.0% |
| 1Y | -100.0% | +50.6% | -150.6% | -100.0% |
| All | -100.0% | +49.0% | -149.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling