-100.0%
VIVK vs WU
-29.2%
-70.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -9.5% | -5.0% | -4.5% | -9.8% |
| 30D | -35.1% | -2.3% | -32.8% | -35.2% |
| 3M | -93.4% | -3.2% | -90.1% | -93.6% |
| 6M | -98.0% | -25.0% | -72.9% | -98.0% |
| YTD | -97.9% | -21.7% | -76.2% | -97.8% |
| 1Y | -100.0% | -9.0% | -91.0% | -100.0% |
| All | -100.0% | -29.2% | -70.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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