-23.6%
CDW vs VICR
+46.6%
-70.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.0% |
| 7D | -4.2% | +1.3% | -5.5% | -4.4% |
| 30D | +4.9% | -11.9% | +16.8% | +5.8% |
| 3M | +7.3% | -35.1% | +42.4% | +10.5% |
| 6M | +19.2% | +8.1% | +11.0% | +13.2% |
| YTD | +6.2% | +67.8% | -61.6% | -5.7% |
| 1Y | -14.0% | +267.3% | -281.3% | -32.0% |
| 3Y | -30.0% | +191.2% | -221.2% | -45.9% |
| 5Y | -23.6% | +48.1% | -71.7% | -41.9% |
| All | -23.6% | +46.6% | -70.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling