-100.0%
VIVK vs WWD
+187.1%
-287.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | -9.5% | -2.9% | -6.6% | -9.1% |
| 30D | -35.1% | -6.6% | -28.5% | -34.4% |
| 3M | -93.4% | -9.3% | -84.0% | -93.2% |
| 6M | -98.0% | -13.6% | -84.4% | -97.9% |
| YTD | -97.9% | +10.4% | -108.2% | -97.9% |
| 1Y | -100.0% | +39.9% | -139.8% | -100.0% |
| 3Y | -100.0% | +165.0% | -265.0% | -100.0% |
| 5Y | -100.0% | +183.8% | -283.8% | -100.0% |
| All | -100.0% | +187.1% | -287.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling