+730.4%
SW vs VICR
+1,197.1%
-466.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.1% | +13.6% | -0.5% |
| 7D | +4.7% | -34.6% | +39.3% | +7.3% |
| 30D | +5.0% | -54.9% | +59.9% | +9.9% |
| 3M | -7.3% | -38.3% | +31.0% | -5.4% |
| 6M | +15.0% | -49.2% | +64.2% | +17.7% |
| YTD | +18.5% | +23.3% | -4.7% | +13.5% |
| 1Y | +27.1% | +42.4% | -15.3% | +20.5% |
| 3Y | +49.3% | +244.9% | -195.6% | +31.6% |
| 5Y | -1.6% | -12.9% | +11.2% | -10.7% |
| 10Y | +185.4% | +980.8% | -795.4% | +141.2% |
| All | +730.4% | +1,197.1% | -466.7% | +636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling