+1,285.8%
WDC vs VIVK
-100.0%
+1,385.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -3.0% |
| 7D | -4.3% | -4.4% | +0.1% | -4.3% |
| 30D | -1.5% | -40.8% | +39.3% | -1.6% |
| 3M | -15.5% | -94.1% | +78.7% | -16.7% |
| 6M | +66.5% | -98.2% | +164.6% | +63.3% |
| YTD | +159.9% | -98.0% | +257.9% | +154.0% |
| 1Y | +366.0% | -100.0% | +465.9% | +374.0% |
| 3Y | +1,285.8% | -100.0% | +1,385.8% | +1,175.6% |
| All | +1,285.8% | -100.0% | +1,385.8% | +1,175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling