-1.6%
CDW vs VICR
+7.1%
-8.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.8% |
| 7D | +2.6% | +5.7% | -3.1% | +1.9% |
| 30D | +20.4% | -35.2% | +55.6% | +24.5% |
| 3M | +28.5% | -20.3% | +48.8% | +29.2% |
| 6M | +70.6% | -46.3% | +116.9% | +75.7% |
| YTD | +29.1% | +53.4% | -24.3% | +14.0% |
| 1Y | +23.8% | +81.6% | -57.8% | +6.7% |
| 3Y | -14.5% | +360.5% | -375.0% | -38.2% |
| 5Y | -1.6% | +4.4% | -6.0% | -16.9% |
| All | -1.6% | +7.1% | -8.6% | -16.9% |
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