+561.8%
GWW vs VICR
+1,679.8%
-1,118.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -0.5% |
| 7D | -3.4% | +5.0% | -8.3% | -3.9% |
| 30D | -1.9% | -12.5% | +10.6% | -0.9% |
| 3M | -2.4% | -33.6% | +31.2% | +0.4% |
| 6M | +15.7% | +10.7% | +5.1% | +10.2% |
| YTD | +27.6% | +80.6% | -53.0% | +13.8% |
| 1Y | +27.2% | +288.4% | -261.2% | +2.2% |
| 3Y | +89.7% | +213.8% | -124.1% | +48.8% |
| 5Y | +223.9% | +58.8% | +165.1% | +162.3% |
| All | +561.8% | +1,679.8% | -1,118.0% | +231.5% |
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