+285.0%
WMB vs VIVK
-100.0%
+385.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.8% |
| 7D | 0.0% | -7.9% | +7.9% | +0.1% |
| 30D | +4.6% | -42.0% | +46.6% | +5.1% |
| 3M | +5.7% | -92.5% | +98.3% | +7.7% |
| 6M | +4.2% | -98.0% | +102.2% | +6.7% |
| YTD | +26.8% | -97.9% | +124.8% | +28.8% |
| 1Y | +34.7% | -100.0% | +134.6% | +42.6% |
| 3Y | +146.8% | -100.0% | +246.8% | +157.5% |
| 5Y | +285.0% | -100.0% | +385.0% | +309.7% |
| All | +285.0% | -100.0% | +385.0% | +309.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling