+1,758.7%
WCC vs VICR
+1,009.2%
+749.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | -0.1% | +1.8% |
| 7D | +8.5% | +9.8% | -1.4% | +5.8% |
| 30D | -1.0% | -12.6% | +11.6% | +2.1% |
| 3M | +2.1% | -29.7% | +31.8% | +9.7% |
| 6M | +36.8% | +18.8% | +18.0% | +24.4% |
| YTD | +47.7% | +76.4% | -28.7% | +19.6% |
| 1Y | +66.5% | +282.4% | -215.8% | +7.5% |
| 3Y | +134.2% | +206.2% | -72.0% | +48.7% |
| 5Y | +231.6% | +53.9% | +177.7% | +123.4% |
| 10Y | +508.1% | +1,572.3% | -1,064.2% | +100.1% |
| All | +1,758.7% | +1,009.2% | +749.4% | +283.0% |
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