+132.8%
WFC vs VICR
+178.2%
-45.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | 0.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +2.3% | -15.6% | +17.9% | +3.5% |
| 3M | +9.8% | -35.4% | +45.1% | +12.5% |
| 6M | +15.6% | +1.3% | +14.3% | +10.2% |
| YTD | -2.4% | +62.5% | -64.9% | -12.7% |
| 1Y | +13.8% | +255.5% | -241.6% | -9.1% |
| All | +132.8% | +178.2% | -45.5% | +83.1% |
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