+184.4%
SW vs VICR
+1,054.9%
-870.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +2.2% | -9.7% | +11.8% | +2.8% |
| 30D | +7.4% | -39.2% | +46.7% | +11.5% |
| 3M | -5.9% | -22.6% | +16.6% | -5.3% |
| 6M | +9.0% | -37.0% | +45.9% | +10.2% |
| YTD | +18.1% | +47.5% | -29.4% | +8.4% |
| 1Y | +28.7% | +75.0% | -46.3% | +16.0% |
| 3Y | +48.8% | +343.0% | -294.2% | +19.6% |
| 5Y | +2.5% | +3.9% | -1.4% | -13.7% |
| 10Y | +184.4% | +1,034.6% | -850.2% | +127.8% |
| All | +184.4% | +1,054.9% | -870.4% | +127.8% |
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