+182.7%
SW vs VICR
+1,052.0%
-869.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.7% | -1.7% |
| 7D | +2.3% | -23.1% | +25.5% | +4.5% |
| 30D | +6.8% | -48.1% | +54.8% | +12.4% |
| 3M | -5.2% | -32.8% | +27.7% | -3.3% |
| 6M | +7.4% | -47.6% | +55.0% | +10.5% |
| YTD | +17.4% | +34.0% | -16.6% | +8.8% |
| 1Y | +27.1% | +65.0% | -37.9% | +15.2% |
| 3Y | +47.9% | +277.1% | -229.2% | +20.5% |
| 5Y | -2.6% | -5.3% | +2.7% | -17.1% |
| All | +182.7% | +1,052.0% | -869.3% | +126.0% |
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