+165.1%
WAB vs VICR
+187.3%
-22.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.9% |
| 7D | +0.2% | +1.3% | -1.0% | +0.1% |
| 30D | -4.6% | -11.9% | +7.4% | -3.5% |
| 3M | +5.6% | -35.1% | +40.8% | +9.2% |
| 6M | +13.8% | +8.1% | +5.7% | +9.5% |
| YTD | +31.9% | +67.8% | -35.9% | +20.8% |
| 1Y | +48.3% | +267.3% | -219.0% | +24.1% |
| All | +165.1% | +187.3% | -22.2% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling