+404.5%
WFC vs VIVK
-100.0%
+504.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -2.2% |
| 7D | +1.1% | +13.1% | -12.0% | +1.0% |
| 30D | +0.8% | -29.7% | +30.5% | +0.9% |
| 3M | +9.3% | -93.0% | +102.2% | +9.6% |
| 6M | +10.6% | -98.0% | +108.6% | +11.0% |
| YTD | -4.1% | -97.8% | +93.7% | -3.8% |
| 1Y | +13.6% | -100.0% | +113.5% | +14.4% |
| 3Y | +130.7% | -100.0% | +230.7% | +132.2% |
| 5Y | +126.7% | -100.0% | +226.7% | +128.2% |
| 10Y | +132.1% | -100.0% | +232.1% | +132.1% |
| All | +404.5% | -100.0% | +504.5% | +395.8% |
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 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