+3.6%
WBD vs VIVK
-100.0%
+103.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.5% |
| 7D | -0.7% | -4.4% | +3.6% | -0.7% |
| 30D | +1.4% | -40.8% | +42.2% | +2.0% |
| 3M | +4.4% | -94.1% | +98.5% | +7.2% |
| 6M | +0.8% | -98.2% | +99.0% | +4.1% |
| YTD | -2.7% | -98.0% | +95.3% | -0.4% |
| 1Y | +73.4% | -100.0% | +173.4% | +84.8% |
| 3Y | +142.1% | -100.0% | +242.1% | +152.7% |
| All | +3.6% | -100.0% | +103.6% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 5y: compounded portfolio wealth divided by compounded VIVK 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…
5y analysis · Full analysis span regression · 6 months rolling