+127.9%
WFC vs VICR
+42.6%
+85.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +0.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +2.3% | -15.6% | +17.9% | +3.7% |
| 3M | +9.8% | -35.4% | +45.1% | +13.0% |
| 6M | +15.6% | +1.3% | +14.3% | +10.8% |
| YTD | -2.4% | +62.5% | -64.9% | -12.2% |
| 1Y | +13.8% | +255.5% | -241.6% | -7.9% |
| 3Y | +134.6% | +182.0% | -47.3% | +86.6% |
| 5Y | +127.9% | +42.9% | +85.0% | +79.6% |
| All | +127.9% | +42.6% | +85.3% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling