+302.9%
WM vs VIAV
+394.3%
-91.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.7% | -1.4% |
| 7D | -0.9% | +11.3% | -12.2% | -1.8% |
| 30D | -4.3% | -1.0% | -3.4% | -4.5% |
| 3M | +0.8% | -20.5% | +21.3% | +1.9% |
| 6M | -10.8% | +39.0% | -49.7% | -16.2% |
| YTD | -0.1% | +117.5% | -117.5% | -12.3% |
| 1Y | +1.0% | +233.8% | -232.8% | -17.3% |
| 3Y | +45.1% | +295.4% | -250.3% | +13.0% |
| 5Y | +52.1% | +134.3% | -82.2% | +29.0% |
| 10Y | +302.9% | +398.7% | -95.8% | +192.7% |
| All | +302.9% | +394.3% | -91.3% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling