+293.4%
WBD vs VICR
+1,369.8%
-1,076.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | +0.2% |
| 7D | -1.7% | +1.3% | -2.9% | -2.0% |
| 30D | +3.9% | -11.9% | +15.8% | +5.9% |
| 3M | +5.1% | -35.1% | +40.2% | +11.5% |
| 6M | +0.6% | +8.1% | -7.6% | -7.2% |
| YTD | -3.2% | +67.8% | -70.9% | -19.9% |
| 1Y | +127.7% | +267.3% | -139.6% | +57.0% |
| 3Y | +146.6% | +191.2% | -44.7% | +66.8% |
| 5Y | +4.2% | +48.1% | -43.9% | -26.0% |
| 10Y | +13.7% | +1,546.1% | -1,532.4% | -58.2% |
| All | +293.4% | +1,369.8% | -1,076.4% | +3.2% |
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 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