+17.2%
WCN vs VICR
+209.3%
-192.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | +0.5% |
| 7D | -3.1% | +5.0% | -8.1% | -3.0% |
| 30D | -3.4% | -12.5% | +9.1% | -3.7% |
| 3M | +3.0% | -33.6% | +36.6% | +2.3% |
| 6M | -3.8% | +10.7% | -14.4% | -4.2% |
| YTD | -8.3% | +80.6% | -88.9% | -9.1% |
| 1Y | -9.7% | +288.4% | -298.1% | -11.3% |
| 3Y | +17.2% | +213.8% | -196.6% | +11.2% |
| All | +17.2% | +209.3% | -192.1% | +11.2% |
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