+11,931.6%
GWW vs VICR
+11,356.8%
+574.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -3.1% | -0.4% | -2.8% | -3.1% |
| 30D | -2.3% | -15.6% | +13.2% | -0.8% |
| 3M | -3.3% | -35.4% | +32.1% | +0.1% |
| 6M | +15.4% | +1.3% | +14.1% | +11.1% |
| YTD | +26.7% | +62.5% | -35.7% | +14.3% |
| 1Y | +29.0% | +255.5% | -226.5% | +4.7% |
| 3Y | +89.0% | +182.0% | -93.0% | +50.2% |
| 5Y | +221.8% | +42.9% | +178.9% | +160.5% |
| 10Y | +562.7% | +1,494.0% | -931.3% | +273.6% |
| All | +11,931.6% | +11,356.8% | +574.8% | +4,716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling