+147.8%
SW vs VICR
+1,556.9%
-1,409.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.7% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | -4.6% | -13.9% | +9.4% | -3.5% |
| 3M | +9.4% | -38.4% | +47.8% | +13.2% |
| 6M | +3.5% | -7.2% | +10.7% | +1.5% |
| YTD | +22.0% | +72.0% | -50.0% | +12.1% |
| 1Y | +2.2% | +263.3% | -261.1% | -13.6% |
| 3Y | +19.6% | +173.3% | -153.7% | +0.2% |
| 5Y | -2.3% | +47.3% | -49.6% | -18.1% |
| All | +147.8% | +1,556.9% | -1,409.1% | +99.3% |
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