+10,555.5%
WAT vs VICR
+1,076.7%
+9,478.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.0% |
| 7D | -0.7% | +9.8% | -10.6% | -2.2% |
| 30D | -1.0% | -12.6% | +11.6% | +0.6% |
| 3M | +10.9% | -29.7% | +40.6% | +14.7% |
| 6M | +33.2% | +18.8% | +14.3% | +23.6% |
| YTD | +6.1% | +76.4% | -70.3% | -8.5% |
| 1Y | +30.2% | +282.4% | -252.1% | -2.2% |
| 3Y | +52.9% | +206.2% | -153.3% | +11.9% |
| 5Y | -5.1% | +53.9% | -59.0% | -28.4% |
| 10Y | +152.6% | +1,572.3% | -1,419.7% | +14.9% |
| All | +10,555.5% | +1,076.7% | +9,478.8% | +3,191.9% |
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