+62.1%
WCC vs VICR
+272.1%
-210.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.6% | +2.6% |
| 7D | +4.5% | +0.4% | +4.0% | +4.3% |
| 30D | -5.8% | -13.9% | +8.1% | -2.9% |
| 3M | -3.7% | -38.4% | +34.7% | +5.2% |
| 6M | +23.1% | -7.2% | +30.3% | +19.8% |
| YTD | +44.2% | +72.0% | -27.9% | +28.9% |
| 1Y | +62.1% | +263.3% | -201.2% | +28.8% |
| All | +62.1% | +272.1% | -210.0% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling