+417.4%
WDC vs VIVK
-100.0%
+517.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -12.3% | +18.2% | +5.7% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -10.0% | -43.6% | +33.7% | -10.4% |
| 3M | -18.8% | -95.1% | +76.4% | -21.7% |
| 6M | +79.0% | -98.2% | +177.2% | +71.6% |
| YTD | +171.6% | -97.9% | +269.5% | +161.3% |
| 1Y | +417.4% | -100.0% | +517.4% | +395.0% |
| All | +417.4% | -100.0% | +517.4% | +395.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling