+120.6%
W vs VIK
+239.9%
-119.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.6% |
| 7D | -1.7% | +3.2% | -4.8% | -4.1% |
| 30D | +3.2% | +8.2% | -4.9% | -2.5% |
| 3M | +8.3% | -14.7% | +23.0% | +21.0% |
| 6M | +84.3% | +10.3% | +74.0% | +69.3% |
| YTD | +11.0% | +24.5% | -13.4% | -8.9% |
| 1Y | -0.2% | +45.7% | -45.9% | -28.3% |
| All | +120.6% | +239.9% | -119.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling