+56.4%
VICR vs WTW
+42.0%
+14.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.1% | +11.1% |
| 7D | +5.0% | -5.7% | +10.7% | +6.0% |
| 30D | -12.5% | -7.3% | -5.2% | -11.5% |
| 3M | -33.6% | +21.5% | -55.1% | -37.0% |
| 6M | +10.7% | +9.6% | +1.0% | +7.8% |
| YTD | +80.6% | -3.3% | +83.9% | +84.7% |
| 1Y | +288.4% | -6.1% | +294.5% | +301.5% |
| 3Y | +213.8% | +61.8% | +152.0% | +111.3% |
| All | +56.4% | +42.0% | +14.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling