+1,117.4%
WM vs VIVK
-100.0%
+1,217.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | +0.2% |
| 7D | -0.5% | -44.2% | +43.8% | -0.4% |
| 30D | +13.3% | -90.0% | +103.3% | +13.4% |
| 3M | +4.4% | -98.0% | +102.4% | +4.6% |
| 6M | +10.8% | -99.9% | +110.8% | +11.2% |
| YTD | +9.1% | -99.9% | +109.0% | +9.4% |
| 1Y | +19.1% | -100.0% | +119.1% | +19.7% |
| 3Y | +45.7% | -100.0% | +145.7% | +46.3% |
| 5Y | +60.4% | -100.0% | +160.4% | +61.2% |
| 10Y | +328.7% | -100.0% | +428.7% | +329.3% |
| All | +1,117.4% | -100.0% | +1,217.4% | +1,082.1% |
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