+165.0%
W vs VIAV
+419.6%
-254.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -5.1% |
| 7D | +6.5% | +11.3% | -4.8% | +0.4% |
| 30D | -6.2% | -1.0% | -5.2% | -7.8% |
| 3M | +48.9% | -20.5% | +69.4% | +57.6% |
| 6M | +31.2% | +39.0% | -7.8% | -7.0% |
| YTD | -0.4% | +117.5% | -117.9% | -49.9% |
| 1Y | +14.8% | +233.8% | -218.9% | -58.0% |
| 3Y | +40.5% | +295.4% | -254.9% | -56.7% |
| 5Y | -62.1% | +134.3% | -196.4% | -82.8% |
| 10Y | +141.5% | +398.7% | -257.2% | -21.2% |
| All | +165.0% | +419.6% | -254.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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