+764.8%
WMT vs VIVK
-100.0%
+864.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -2.5% | -9.5% | +7.0% | -2.5% |
| 30D | -6.4% | -35.1% | +28.7% | -6.4% |
| 3M | -12.1% | -93.4% | +81.2% | -11.9% |
| 6M | -15.0% | -98.0% | +83.0% | -14.7% |
| YTD | -4.5% | -97.9% | +93.4% | -4.3% |
| 1Y | +6.2% | -100.0% | +106.2% | +6.9% |
| 3Y | +99.9% | -100.0% | +199.9% | +101.0% |
| 5Y | +131.4% | -100.0% | +231.4% | +132.7% |
| 10Y | +433.2% | -100.0% | +533.2% | +430.5% |
| All | +764.8% | -100.0% | +864.8% | +724.6% |
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