+330.8%
WM vs VIVK
-100.0%
+430.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.2% | +1.6% |
| 7D | +1.2% | -38.6% | +39.8% | +1.2% |
| 30D | +15.2% | -87.7% | +103.0% | +15.7% |
| 3M | +8.3% | -98.9% | +107.2% | +9.4% |
| 6M | +13.1% | -100.0% | +113.1% | +15.1% |
| YTD | +12.5% | -100.0% | +112.5% | +14.2% |
| 1Y | +21.8% | -100.0% | +121.8% | +24.3% |
| 3Y | +48.8% | -100.0% | +148.8% | +51.7% |
| 5Y | +62.1% | -100.0% | +162.1% | +65.4% |
| All | +330.8% | -100.0% | +430.8% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling