+125.5%
WCC vs VICR
+178.2%
-52.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | -0.1% | -2.4% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -6.1% | -15.6% | +9.5% | -2.1% |
| 3M | +3.1% | -35.4% | +38.5% | +13.1% |
| 6M | +28.2% | +1.3% | +27.0% | +21.0% |
| YTD | +41.1% | +62.5% | -21.4% | +16.0% |
| 1Y | +61.3% | +255.5% | -194.2% | +4.2% |
| All | +125.5% | +178.2% | -52.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling