+78.3%
WAB vs VIK
+228.1%
-149.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.6% |
| 7D | -3.2% | -3.0% | -0.2% | -2.2% |
| 30D | -4.4% | -20.7% | +16.3% | +3.3% |
| 3M | +7.9% | -4.6% | +12.5% | +9.0% |
| 6M | +8.7% | +14.0% | -5.3% | +2.2% |
| YTD | +33.0% | +20.2% | +12.8% | +22.0% |
| 1Y | +46.7% | +36.0% | +10.6% | +28.2% |
| All | +78.3% | +228.1% | -149.8% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling