+8,617.8%
VICR vs WSM
+30,412.1%
-21,794.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | +1.3% | +2.6% | -1.4% | +0.5% |
| 30D | -11.9% | -9.3% | -2.7% | -9.2% |
| 3M | -35.1% | +7.1% | -42.2% | -36.7% |
| 6M | +8.1% | +21.7% | -13.6% | +1.9% |
| YTD | +67.8% | +28.7% | +39.0% | +55.6% |
| 1Y | +267.3% | +13.9% | +253.4% | +252.9% |
| 3Y | +191.2% | +232.2% | -41.0% | +95.2% |
| 5Y | +48.1% | +176.4% | -128.3% | +3.1% |
| 10Y | +1,546.1% | +1,072.4% | +473.7% | +604.5% |
| All | +8,617.8% | +30,412.1% | -21,794.3% | +1,346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling