+4,115.8%
WAB vs VICR
+1,002.2%
+3,113.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.1% |
| 7D | +1.7% | +9.8% | -8.2% | -0.2% |
| 30D | -2.4% | -12.6% | +10.2% | -0.4% |
| 3M | +9.7% | -29.7% | +39.4% | +14.6% |
| 6M | +16.5% | +18.8% | -2.3% | +6.9% |
| YTD | +33.7% | +76.4% | -42.7% | +12.2% |
| 1Y | +49.7% | +282.4% | -232.7% | +5.9% |
| 3Y | +170.9% | +206.2% | -35.2% | +85.0% |
| 5Y | +228.0% | +53.9% | +174.1% | +132.5% |
| 10Y | +284.8% | +1,572.3% | -1,287.5% | +48.2% |
| All | +4,115.8% | +1,002.2% | +3,113.6% | +1,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling