+226.2%
WCC vs VICR
+57.6%
+168.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.4% | +1.1% |
| 7D | +1.5% | +5.0% | -3.4% | +0.3% |
| 30D | -2.1% | -12.5% | +10.3% | +0.7% |
| 3M | +3.8% | -33.6% | +37.4% | +12.2% |
| 6M | +35.0% | +10.7% | +24.3% | +26.0% |
| YTD | +46.4% | +80.6% | -34.2% | +20.7% |
| 1Y | +63.0% | +288.4% | -225.4% | +10.0% |
| 3Y | +133.9% | +213.8% | -79.9% | +53.9% |
| All | +226.2% | +57.6% | +168.6% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling