+8.9%
WM vs VIK
+236.8%
-227.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | -0.9% | +3.6% | -4.5% | -1.0% |
| 30D | -4.3% | -16.7% | +12.4% | -3.7% |
| 3M | +0.8% | -1.1% | +1.8% | +0.6% |
| 6M | -10.8% | +27.8% | -38.6% | -12.4% |
| YTD | -0.1% | +23.3% | -23.4% | -1.9% |
| 1Y | +1.0% | +38.2% | -37.2% | -2.1% |
| All | +8.9% | +236.8% | -227.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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