+4,395.4%
WEC vs VICR
+12,032.4%
-7,637.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.3% | -13.9% | +12.6% | -0.7% |
| 3M | -3.9% | -38.4% | +34.5% | -2.5% |
| 6M | -8.3% | -7.2% | -1.1% | -9.3% |
| YTD | +3.1% | +72.0% | -69.0% | -1.2% |
| 1Y | +1.9% | +263.3% | -261.4% | -6.0% |
| 3Y | +41.9% | +173.3% | -131.3% | +29.8% |
| 5Y | +30.8% | +47.3% | -16.5% | +20.1% |
| 10Y | +141.9% | +1,495.2% | -1,353.3% | +89.8% |
| All | +4,395.4% | +12,032.4% | -7,637.0% | +3,227.9% |
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