+1,188.5%
WDC vs VICR
+1,679.8%
-491.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.2% | -14.1% | -6.3% |
| 7D | -4.3% | +5.0% | -9.3% | -6.0% |
| 30D | -1.5% | -12.5% | +11.0% | +2.0% |
| 3M | -15.5% | -33.6% | +18.1% | -5.1% |
| 6M | +66.5% | +10.7% | +55.8% | +60.3% |
| YTD | +159.9% | +80.6% | +79.3% | +119.4% |
| 1Y | +366.0% | +288.4% | +77.6% | +217.5% |
| 3Y | +1,285.8% | +213.8% | +1,072.0% | +812.2% |
| 5Y | +925.6% | +58.8% | +866.7% | +624.3% |
| All | +1,188.5% | +1,679.8% | -491.2% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling