+505.8%
VICR vs TW
+211.2%
+294.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | -11.9% | -0.6% | -11.3% | -11.9% |
| 3M | -35.1% | +3.4% | -38.5% | -37.2% |
| 6M | +8.1% | -18.4% | +26.6% | +14.7% |
| YTD | +67.8% | -3.9% | +71.7% | +64.5% |
| 1Y | +267.3% | -13.3% | +280.6% | +276.5% |
| 3Y | +191.2% | +20.8% | +170.4% | +144.8% |
| 5Y | +48.1% | +20.3% | +27.8% | +21.0% |
| All | +505.8% | +211.2% | +294.6% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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