+957.1%
WDC vs VIVK
-100.0%
+1,057.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.4% |
| 7D | +4.4% | -9.5% | +13.9% | +4.4% |
| 30D | +5.3% | -35.1% | +40.4% | +5.4% |
| 3M | -5.9% | -93.4% | +87.4% | -5.9% |
| 6M | +73.2% | -98.0% | +171.2% | +73.1% |
| YTD | +167.8% | -97.9% | +265.7% | +165.8% |
| 1Y | +386.0% | -100.0% | +486.0% | +402.8% |
| 3Y | +1,309.7% | -100.0% | +1,409.7% | +1,338.4% |
| 5Y | +957.1% | -100.0% | +1,057.1% | +976.8% |
| All | +957.1% | -100.0% | +1,057.1% | +976.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling