-100.0%
VIVK vs WWD
+1,751.4%
-1,851.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.0% | +9.7% | +7.7% |
| 7D | +13.1% | +0.8% | +12.3% | +13.0% |
| 30D | -29.7% | -6.4% | -23.2% | -29.6% |
| 3M | -93.0% | -5.6% | -87.3% | -92.9% |
| 6M | -98.0% | -9.1% | -88.9% | -98.0% |
| YTD | -97.8% | +12.5% | -110.3% | -97.8% |
| 1Y | -100.0% | +41.3% | -141.3% | -100.0% |
| 3Y | -100.0% | +170.2% | -270.2% | -100.0% |
| 5Y | -100.0% | +192.5% | -292.5% | -100.0% |
| 10Y | -100.0% | +476.9% | -576.9% | -100.0% |
| All | -100.0% | +1,751.4% | -1,851.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling