+328.7%
WM vs VICR
+1,187.5%
-858.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.3% | -11.2% | 0.0% |
| 7D | -0.5% | -6.5% | +6.1% | -0.4% |
| 30D | +13.3% | -38.5% | +51.8% | +14.1% |
| 3M | +4.4% | -26.1% | +30.5% | +4.5% |
| 6M | +10.8% | -36.2% | +47.1% | +10.6% |
| YTD | +9.1% | +49.2% | -40.1% | +4.6% |
| 1Y | +19.1% | +87.0% | -67.9% | +13.1% |
| 3Y | +45.7% | +350.4% | -304.8% | +29.4% |
| 5Y | +60.4% | +3.7% | +56.7% | +54.4% |
| 10Y | +328.7% | +1,084.9% | -756.1% | +214.5% |
| All | +328.7% | +1,187.5% | -858.8% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling