-100.0%
VIVK vs WY
+193.4%
-293.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +3.1% |
| 7D | -9.5% | -3.7% | -5.8% | -8.7% |
| 30D | -35.1% | -11.3% | -23.8% | -33.3% |
| 3M | -93.4% | -8.1% | -85.2% | -93.3% |
| 6M | -98.0% | -7.4% | -90.5% | -98.0% |
| YTD | -97.9% | -4.7% | -93.2% | -97.9% |
| 1Y | -100.0% | -9.2% | -90.8% | -100.0% |
| 3Y | -100.0% | -24.7% | -75.3% | -100.0% |
| 5Y | -100.0% | -21.6% | -78.4% | -100.0% |
| 10Y | -100.0% | +6.7% | -106.7% | -100.0% |
| All | -100.0% | +193.4% | -293.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling