+302.9%
WM vs VIVK
-100.0%
+402.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.2% | -0.6% |
| 7D | -0.9% | +13.1% | -14.0% | -0.9% |
| 30D | -4.3% | -29.7% | +25.3% | -4.3% |
| 3M | +0.8% | -93.0% | +93.7% | +1.4% |
| 6M | -10.8% | -98.0% | +87.2% | -10.0% |
| YTD | -0.1% | -97.8% | +97.7% | +0.6% |
| 1Y | +1.0% | -100.0% | +101.0% | +2.7% |
| 3Y | +45.1% | -100.0% | +145.1% | +46.9% |
| 5Y | +52.1% | -100.0% | +152.1% | +54.0% |
| 10Y | +302.9% | -100.0% | +402.9% | +302.6% |
| All | +302.9% | -100.0% | +402.9% | +302.6% |
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