+1,115.6%
WM vs VIVK
-100.0%
+1,215.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +34.1% | -36.2% | -2.1% |
| 7D | +1.2% | -42.9% | +44.1% | +1.2% |
| 30D | +13.1% | -88.6% | +101.7% | +13.2% |
| 3M | +3.6% | -97.7% | +101.3% | +3.8% |
| 6M | +8.1% | -99.9% | +108.0% | +8.5% |
| YTD | +8.9% | -99.9% | +108.8% | +9.2% |
| 1Y | +20.3% | -100.0% | +120.3% | +20.8% |
| 3Y | +46.2% | -100.0% | +146.2% | +46.8% |
| 5Y | +59.9% | -100.0% | +159.9% | +60.6% |
| 10Y | +345.6% | -100.0% | +445.6% | +346.1% |
| All | +1,115.6% | -100.0% | +1,215.6% | +1,080.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling