+1,152.2%
WMB vs VIVK
-100.0%
+1,252.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.5% | +0.2% |
| 7D | +0.6% | -1.4% | +1.9% | +0.6% |
| 30D | +3.3% | -43.6% | +46.9% | +3.3% |
| 3M | +3.1% | -95.1% | +98.3% | +3.5% |
| 6M | -0.7% | -98.2% | +97.5% | -0.4% |
| YTD | +25.2% | -97.9% | +123.1% | +25.5% |
| 1Y | +32.9% | -100.0% | +132.8% | +33.8% |
| 3Y | +140.6% | -100.0% | +240.5% | +141.9% |
| 5Y | +273.5% | -100.0% | +373.4% | +275.6% |
| 10Y | +334.2% | -100.0% | +434.2% | +333.7% |
| All | +1,152.2% | -100.0% | +1,252.2% | +1,193.8% |
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