-100.0%
VIVK vs WST
-15.5%
-84.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.3% | +7.7% |
| 7D | +13.1% | -0.3% | +13.3% | +13.1% |
| 30D | -29.7% | -4.6% | -25.1% | -29.6% |
| 3M | -93.0% | +5.7% | -98.7% | -93.0% |
| 6M | -98.0% | +37.6% | -135.5% | -98.0% |
| YTD | -97.8% | +23.0% | -120.8% | -97.8% |
| 1Y | -100.0% | +33.8% | -133.8% | -100.0% |
| 3Y | -100.0% | -13.4% | -86.6% | -100.0% |
| All | -100.0% | -15.5% | -84.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling