+135.9%
WMT vs VIVK
-100.0%
+235.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | +1.3% |
| 7D | 0.0% | -4.4% | +4.4% | 0.0% |
| 30D | -7.4% | -40.8% | +33.4% | -7.4% |
| 3M | -10.9% | -94.1% | +83.3% | -10.8% |
| 6M | -12.7% | -98.2% | +85.5% | -12.6% |
| YTD | -3.2% | -98.0% | +94.8% | -3.2% |
| 1Y | +5.3% | -100.0% | +105.2% | +5.6% |
| 3Y | +101.9% | -100.0% | +201.8% | +101.9% |
| All | +135.9% | -100.0% | +235.9% | +136.8% |
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 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