+0.3%
WM vs VIVK
-100.0%
+100.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.6% |
| 7D | -1.2% | -7.9% | +6.7% | -1.2% |
| 30D | -4.5% | -42.0% | +37.5% | -4.5% |
| 3M | -2.2% | -92.5% | +90.3% | -2.2% |
| 6M | -11.5% | -98.0% | +86.5% | -11.5% |
| YTD | -0.7% | -97.9% | +97.2% | -0.3% |
| 1Y | +0.3% | -100.0% | +100.3% | -0.9% |
| All | +0.3% | -100.0% | +100.3% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling