-100.0%
VIVK vs WTW
+553.4%
-653.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | -4.4% | -5.7% | +1.3% | -3.8% |
| 30D | -40.8% | -7.3% | -33.6% | -40.3% |
| 3M | -94.1% | +21.5% | -115.6% | -94.3% |
| 6M | -98.2% | +9.6% | -107.8% | -98.2% |
| YTD | -98.0% | -3.3% | -94.7% | -98.0% |
| 1Y | -100.0% | -6.1% | -93.8% | -100.0% |
| 3Y | -100.0% | +61.8% | -161.8% | -100.0% |
| 5Y | -100.0% | +42.7% | -142.7% | -100.0% |
| 10Y | -100.0% | +197.2% | -297.2% | -100.0% |
| All | -100.0% | +553.4% | -653.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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