-100.0%
VIVK vs WST
+2,258.4%
-2,358.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.2% | -8.7% | -7.5% |
| 7D | -57.7% | +4.2% | -61.9% | -57.7% |
| 30D | -87.3% | +11.2% | -98.5% | -87.3% |
| 3M | -98.9% | +20.4% | -119.3% | -98.9% |
| 6M | -100.0% | +37.9% | -137.8% | -100.0% |
| YTD | -100.0% | +51.8% | -151.8% | -100.0% |
| 1Y | -100.0% | +56.6% | -156.6% | -100.0% |
| 3Y | -100.0% | +24.2% | -124.2% | -100.0% |
| 5Y | -100.0% | +0.7% | -100.7% | -100.0% |
| 10Y | -100.0% | +456.3% | -556.3% | -100.0% |
| All | -100.0% | +2,258.4% | -2,358.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling