+302.9%
WM vs VICR
+1,568.0%
-1,265.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | -0.9% | +9.8% | -10.8% | -1.1% |
| 30D | -4.3% | -12.6% | +8.3% | -4.1% |
| 3M | +0.8% | -29.7% | +30.5% | +1.2% |
| 6M | -10.8% | +18.8% | -29.6% | -12.7% |
| YTD | -0.1% | +76.4% | -76.4% | -4.1% |
| 1Y | +1.0% | +282.4% | -281.3% | -6.8% |
| 3Y | +45.1% | +206.2% | -161.1% | +32.7% |
| 5Y | +52.1% | +53.9% | -1.8% | +42.3% |
| 10Y | +302.9% | +1,572.3% | -1,269.4% | +176.6% |
| All | +302.9% | +1,568.0% | -1,265.0% | +176.6% |
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 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