+1,601.7%
VICR vs WSM
+1,071.8%
+530.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.1% | +10.0% | +10.7% |
| 7D | +5.0% | -0.5% | +5.5% | +5.3% |
| 30D | -12.5% | -7.7% | -4.8% | -9.2% |
| 3M | -33.6% | +3.8% | -37.4% | -35.0% |
| 6M | +10.7% | +22.7% | -12.0% | +1.1% |
| YTD | +80.6% | +28.0% | +52.6% | +62.1% |
| 1Y | +288.4% | +12.7% | +275.6% | +267.0% |
| 3Y | +213.8% | +231.3% | -17.5% | +73.1% |
| 5Y | +58.8% | +177.2% | -118.3% | -9.1% |
| All | +1,601.7% | +1,071.8% | +530.0% | +336.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling