+292.2%
WAB vs VICR
+1,679.8%
-1,387.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -0.6% |
| 7D | +0.1% | +5.0% | -4.8% | -0.7% |
| 30D | -4.1% | -12.5% | +8.4% | -2.5% |
| 3M | +8.2% | -33.6% | +41.8% | +13.0% |
| 6M | +15.4% | +10.7% | +4.7% | +8.7% |
| YTD | +33.1% | +80.6% | -47.4% | +15.0% |
| 1Y | +48.1% | +288.4% | -240.3% | +11.3% |
| 3Y | +167.7% | +213.8% | -46.1% | +96.1% |
| 5Y | +225.7% | +58.8% | +166.9% | +149.6% |
| All | +292.2% | +1,679.8% | -1,387.5% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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