-100.0%
VIVK vs WY
-24.8%
-75.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.3% | -7.7% | -7.4% |
| 7D | -4.4% | -4.2% | -0.2% | -4.5% |
| 30D | -40.8% | -10.1% | -30.7% | -40.9% |
| 3M | -94.1% | -8.5% | -85.6% | -94.1% |
| 6M | -98.2% | -3.3% | -94.9% | -98.2% |
| YTD | -98.0% | -4.4% | -93.6% | -98.0% |
| 1Y | -100.0% | -11.5% | -88.5% | -100.0% |
| 3Y | -100.0% | -24.3% | -75.7% | -100.0% |
| All | -100.0% | -24.8% | -75.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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