+1,188.5%
WDC vs VIVK
-100.0%
+1,288.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -2.9% |
| 7D | -4.3% | -4.4% | +0.1% | -4.3% |
| 30D | -1.5% | -40.8% | +39.3% | -1.2% |
| 3M | -15.5% | -94.1% | +78.7% | -14.7% |
| 6M | +66.5% | -98.2% | +164.6% | +68.4% |
| YTD | +159.9% | -98.0% | +257.9% | +161.1% |
| 1Y | +366.0% | -100.0% | +465.9% | +382.2% |
| 3Y | +1,285.8% | -100.0% | +1,385.8% | +1,325.1% |
| 5Y | +925.6% | -100.0% | +1,025.6% | +955.2% |
| All | +1,188.5% | -100.0% | +1,288.5% | +1,244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling