+53.9%
WM vs VIAV
+103.0%
-49.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.2% |
| 7D | -0.3% | -4.6% | +4.3% | -0.3% |
| 30D | -2.4% | -10.4% | +8.0% | -2.3% |
| 3M | +0.4% | -34.5% | +34.9% | +1.0% |
| 6M | -9.5% | +7.0% | -16.4% | -10.8% |
| YTD | +0.5% | +95.6% | -95.1% | -4.2% |
| 1Y | -1.1% | +197.2% | -198.3% | -8.7% |
| 3Y | +46.0% | +232.0% | -186.0% | +33.1% |
| All | +53.9% | +103.0% | -49.1% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling