+9,702.9%
WFC vs VICR
+12,339.4%
-2,636.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.6% |
| 7D | +1.1% | +9.8% | -8.8% | -0.5% |
| 30D | +0.8% | -12.6% | +13.4% | +2.5% |
| 3M | +9.3% | -29.7% | +39.0% | +13.1% |
| 6M | +10.6% | +18.8% | -8.2% | +2.1% |
| YTD | -4.1% | +76.4% | -80.5% | -17.9% |
| 1Y | +13.6% | +282.4% | -268.8% | -16.0% |
| 3Y | +130.7% | +206.2% | -75.4% | +66.4% |
| 5Y | +126.7% | +53.9% | +72.8% | +68.8% |
| 10Y | +132.1% | +1,572.3% | -1,440.2% | +6.2% |
| All | +9,702.9% | +12,339.4% | -2,636.5% | +2,413.8% |
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