+263.3%
VICR vs WSM
+19.9%
+243.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +4.1% |
| 7D | +0.4% | -3.3% | +3.7% | +2.7% |
| 30D | -13.9% | -8.4% | -5.5% | -8.9% |
| 3M | -38.4% | +9.7% | -48.1% | -43.1% |
| 6M | -7.2% | +16.7% | -23.9% | -18.7% |
| YTD | +72.0% | +28.7% | +43.4% | +43.9% |
| 1Y | +263.3% | +13.7% | +249.6% | +214.0% |
| All | +263.3% | +19.9% | +243.4% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling