+417.4%
WDC vs VICR
+272.1%
+145.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.5% | +0.4% | +3.4% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | -10.0% | -13.9% | +4.0% | -4.1% |
| 3M | -18.8% | -38.4% | +19.7% | -0.4% |
| 6M | +79.0% | -7.2% | +86.2% | +82.8% |
| YTD | +171.6% | +72.0% | +99.5% | +141.3% |
| 1Y | +417.4% | +263.3% | +154.1% | +312.0% |
| All | +417.4% | +272.1% | +145.3% | +312.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling