+1,021.8%
WM vs VIVK
-100.0%
+1,121.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.3% | +11.1% | -1.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -2.4% | -43.6% | +41.2% | -2.3% |
| 3M | +0.4% | -95.1% | +95.6% | +0.6% |
| 6M | -9.5% | -98.2% | +88.7% | -9.3% |
| YTD | +0.5% | -97.9% | +98.4% | +0.6% |
| 1Y | -1.1% | -100.0% | +98.9% | -0.8% |
| 3Y | +46.0% | -100.0% | +146.0% | +46.4% |
| 5Y | +51.8% | -100.0% | +151.8% | +52.2% |
| 10Y | +307.5% | -100.0% | +407.5% | +307.3% |
| All | +1,021.8% | -100.0% | +1,121.8% | +987.3% |
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