+1,188.5%
WDC vs VIAV
+419.4%
+769.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -4.9% |
| 7D | -4.3% | +11.2% | -15.5% | -9.9% |
| 30D | -1.5% | -10.1% | +8.6% | +3.8% |
| 3M | -15.5% | -22.9% | +7.4% | -4.5% |
| 6M | +66.5% | +28.8% | +37.7% | +42.5% |
| YTD | +159.9% | +117.5% | +42.4% | +64.9% |
| 1Y | +366.0% | +216.1% | +149.9% | +139.3% |
| 3Y | +1,285.8% | +292.2% | +993.6% | +495.6% |
| 5Y | +925.6% | +141.0% | +784.6% | +470.0% |
| All | +1,188.5% | +419.4% | +769.1% | +452.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling