-2.3%
SW vs VICR
-1.1%
-1.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | -2.9% | +8.3% | -11.2% | -3.9% |
| 30D | +5.0% | -35.2% | +40.2% | +9.3% |
| 3M | -13.7% | -29.8% | +16.2% | -11.9% |
| 6M | +8.0% | -48.6% | +56.6% | +12.7% |
| YTD | +14.0% | +45.1% | -31.2% | +0.8% |
| 1Y | +25.6% | +79.6% | -53.9% | +7.7% |
| 3Y | +40.1% | +335.4% | -295.3% | +1.6% |
| All | -2.3% | -1.1% | -1.2% | -16.3% |
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 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