+149.3%
BWA vs VICR
+1,679.8%
-1,530.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.7% | -0.6% |
| 7D | -1.3% | +5.0% | -6.3% | -2.3% |
| 30D | -2.9% | -12.5% | +9.5% | -1.0% |
| 3M | -10.7% | -33.6% | +22.9% | -5.8% |
| 6M | +26.5% | +10.7% | +15.8% | +19.0% |
| YTD | +49.1% | +80.6% | -31.5% | +26.9% |
| 1Y | +52.1% | +288.4% | -236.3% | +10.3% |
| 3Y | +72.6% | +213.8% | -141.2% | +21.1% |
| 5Y | +89.4% | +58.8% | +30.6% | +39.5% |
| All | +149.3% | +1,679.8% | -1,530.4% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling