+530.2%
WCC vs VICR
+1,679.8%
-1,149.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.4% | +0.8% |
| 7D | +1.5% | +5.0% | -3.4% | +0.1% |
| 30D | -2.1% | -12.5% | +10.3% | +1.0% |
| 3M | +3.8% | -33.6% | +37.4% | +13.2% |
| 6M | +35.0% | +10.7% | +24.3% | +24.5% |
| YTD | +46.4% | +80.6% | -34.2% | +16.9% |
| 1Y | +63.0% | +288.4% | -225.4% | +3.2% |
| 3Y | +133.9% | +213.8% | -79.9% | +44.8% |
| 5Y | +226.5% | +58.8% | +167.7% | +116.9% |
| All | +530.2% | +1,679.8% | -1,149.5% | +114.4% |
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