+1,081.1%
WMB vs VIVK
-100.0%
+1,181.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.3% | +0.8% |
| 7D | +8.1% | -38.6% | +46.7% | +8.1% |
| 30D | -6.9% | -87.7% | +80.9% | -6.7% |
| 3M | -5.1% | -98.9% | +93.8% | -4.6% |
| 6M | -5.7% | -100.0% | +94.2% | -4.9% |
| YTD | +18.1% | -100.0% | +118.0% | +18.9% |
| 1Y | +18.4% | -100.0% | +118.4% | +19.6% |
| 3Y | +122.7% | -100.0% | +222.7% | +125.0% |
| 5Y | +202.0% | -100.0% | +302.0% | +205.3% |
| 10Y | +283.8% | -100.0% | +383.8% | +285.3% |
| All | +1,081.1% | -100.0% | +1,181.1% | +1,126.1% |
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