+265.0%
CDW vs VICR
+1,501.2%
-1,236.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.6% |
| 7D | -7.4% | -0.4% | -7.0% | -7.4% |
| 30D | +5.8% | -15.6% | +21.4% | +8.0% |
| 3M | +10.8% | -35.4% | +46.2% | +15.7% |
| 6M | +21.5% | +1.3% | +20.2% | +14.5% |
| YTD | +6.4% | +62.5% | -56.1% | -8.9% |
| 1Y | -14.8% | +255.5% | -270.3% | -37.4% |
| 3Y | -29.9% | +182.0% | -211.9% | -49.8% |
| 5Y | -22.9% | +42.9% | -65.8% | -42.4% |
| All | +265.0% | +1,501.2% | -1,236.1% | +66.3% |
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