+112.5%
WBD vs VIVK
-100.0%
+212.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.7% |
| 7D | -1.7% | -7.9% | +6.2% | -1.7% |
| 30D | +3.9% | -42.0% | +45.8% | +3.9% |
| 3M | +5.1% | -92.5% | +97.6% | +5.1% |
| 6M | +0.6% | -98.0% | +98.6% | +0.6% |
| YTD | -3.2% | -97.9% | +94.7% | -3.2% |
| 1Y | +127.7% | -100.0% | +227.6% | +127.6% |
| 3Y | +146.6% | -100.0% | +246.5% | +146.5% |
| 5Y | +4.2% | -100.0% | +104.2% | +4.2% |
| 10Y | +13.7% | -100.0% | +113.7% | +14.6% |
| All | +112.5% | -100.0% | +212.5% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling