-2.3%
SW vs VICR
+2.3%
-4.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.3% | -11.1% | -1.1% |
| 7D | +1.8% | -6.5% | +8.4% | +2.2% |
| 30D | +7.0% | -38.5% | +45.6% | +12.1% |
| 3M | -7.6% | -26.1% | +18.4% | -6.4% |
| 6M | +8.5% | -36.2% | +44.8% | +9.7% |
| YTD | +17.7% | +49.2% | -31.5% | +3.8% |
| 1Y | +27.1% | +87.0% | -60.0% | +8.3% |
| 3Y | +48.2% | +350.4% | -302.2% | +7.0% |
| 5Y | -2.3% | +3.7% | -6.0% | -18.1% |
| All | -2.3% | +2.3% | -4.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling