+1,328.4%
WDC vs VICR
+178.2%
+1,150.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.3% | -3.4% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | +5.3% | -15.6% | +20.9% | +11.2% |
| 3M | -5.9% | -35.4% | +29.5% | +8.4% |
| 6M | +73.2% | +1.3% | +72.0% | +75.1% |
| YTD | +167.8% | +62.5% | +105.4% | +144.1% |
| 1Y | +386.0% | +255.5% | +130.5% | +274.4% |
| All | +1,328.4% | +178.2% | +1,150.2% | +959.4% |
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 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