-100.0%
VIVK vs WU
-16.4%
-83.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.2% | +8.1% |
| 7D | +13.1% | -0.8% | +13.9% | +13.3% |
| 30D | -29.7% | -1.1% | -28.5% | -29.6% |
| 3M | -93.0% | -1.8% | -91.2% | -93.2% |
| 6M | -98.0% | -23.9% | -74.0% | -97.9% |
| YTD | -97.8% | -20.4% | -77.4% | -97.7% |
| 1Y | -100.0% | -10.6% | -89.4% | -100.0% |
| 3Y | -100.0% | -27.7% | -72.2% | -100.0% |
| 5Y | -100.0% | -51.1% | -48.9% | -100.0% |
| 10Y | -100.0% | -40.7% | -59.3% | -100.0% |
| All | -100.0% | -16.4% | -83.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling