+19,104.4%
WELL vs VICR
+12,032.5%
+7,072.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.5% | -2.6% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.1% | -13.9% | +13.9% | +1.1% |
| 3M | +18.0% | -38.4% | +56.4% | +22.0% |
| 6M | +15.0% | -7.2% | +22.2% | +12.0% |
| YTD | +28.6% | +72.0% | -43.4% | +16.6% |
| 1Y | +42.9% | +263.3% | -220.4% | +18.3% |
| 3Y | +203.0% | +173.3% | +29.8% | +146.6% |
| 5Y | +206.9% | +47.3% | +159.6% | +152.7% |
| 10Y | +339.5% | +1,495.2% | -1,155.7% | +162.7% |
| All | +19,104.4% | +12,032.5% | +7,072.0% | +7,963.4% |
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 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