+127.9%
WFC vs VIVK
-100.0%
+227.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.7% | -0.3% |
| 7D | +0.3% | -9.5% | +9.8% | +0.4% |
| 30D | +2.3% | -35.1% | +37.4% | +2.7% |
| 3M | +9.8% | -93.4% | +103.1% | +11.9% |
| 6M | +15.6% | -98.0% | +113.5% | +18.5% |
| YTD | -2.4% | -97.9% | +95.4% | -0.8% |
| 1Y | +13.8% | -100.0% | +113.8% | +21.5% |
| 3Y | +134.6% | -100.0% | +234.6% | +147.5% |
| 5Y | +127.9% | -100.0% | +227.9% | +146.5% |
| All | +127.9% | -100.0% | +227.9% | +146.5% |
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 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