+2,313.7%
WDC vs VIVK
-100.0%
+2,413.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.3% | +7.4% | +1.1% |
| 7D | +7.5% | -7.9% | +15.4% | +7.5% |
| 30D | +10.1% | -42.0% | +52.0% | +10.1% |
| 3M | -6.8% | -92.5% | +85.7% | -6.6% |
| 6M | +84.1% | -98.0% | +182.1% | +84.8% |
| YTD | +180.3% | -97.9% | +278.2% | +180.8% |
| 1Y | +411.1% | -100.0% | +511.1% | +415.0% |
| 3Y | +1,375.0% | -100.0% | +1,475.0% | +1,384.6% |
| 5Y | +991.6% | -100.0% | +1,091.6% | +998.9% |
| 10Y | +1,309.1% | -100.0% | +1,409.1% | +1,305.6% |
| All | +2,313.7% | -100.0% | +2,413.7% | +2,225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling