+228.3%
WAT vs VICR
+978.3%
-750.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | 0.0% |
| 7D | +0.6% | +8.3% | -7.7% | -0.4% |
| 30D | +5.4% | -35.2% | +40.6% | +10.1% |
| 3M | +11.3% | -29.8% | +41.1% | +13.9% |
| 6M | +37.4% | -48.6% | +86.0% | +43.4% |
| YTD | +21.2% | +45.1% | -23.9% | +7.8% |
| 1Y | +21.3% | +79.6% | -58.2% | +4.9% |
| 3Y | +83.4% | +335.4% | -252.0% | +32.5% |
| 5Y | +29.0% | -1.0% | +30.0% | +6.6% |
| All | +228.3% | +978.3% | -750.0% | +85.2% |
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