+743.2%
WDC vs VIK
+225.1%
+518.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.6% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | -1.5% | -18.4% | +16.9% | +9.3% |
| 3M | -15.5% | -8.8% | -6.7% | -11.3% |
| 6M | +66.5% | +17.1% | +49.3% | +52.3% |
| YTD | +159.9% | +19.0% | +140.8% | +136.1% |
| 1Y | +366.0% | +30.1% | +335.8% | +304.7% |
| All | +743.2% | +225.1% | +518.1% | +448.1% |
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