+18,935.6%
SHW vs VICR
+12,339.4%
+6,596.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.5% |
| 7D | -1.2% | +9.8% | -11.0% | -2.2% |
| 30D | -11.6% | -12.6% | +1.0% | -10.6% |
| 3M | +9.1% | -29.7% | +38.8% | +11.6% |
| 6M | -0.7% | +18.8% | -19.5% | -5.5% |
| YTD | +1.4% | +76.4% | -75.0% | -8.3% |
| 1Y | -12.3% | +282.4% | -294.6% | -27.8% |
| 3Y | +23.4% | +206.2% | -182.8% | -0.4% |
| 5Y | +15.0% | +53.9% | -38.9% | -5.0% |
| 10Y | +278.3% | +1,572.3% | -1,294.0% | +130.9% |
| All | +18,935.6% | +12,339.4% | +6,596.3% | +7,558.6% |
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