+48.7%
WM vs VICR
+336.6%
-287.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.3% |
| 7D | +3.2% | +8.3% | -5.1% | +3.6% |
| 30D | +13.0% | -35.2% | +48.2% | +11.4% |
| 3M | +9.2% | -29.8% | +39.1% | +8.3% |
| 6M | +13.6% | -48.6% | +62.2% | +12.1% |
| YTD | +12.4% | +45.1% | -32.7% | +12.4% |
| 1Y | +21.2% | +79.6% | -58.3% | +21.4% |
| 3Y | +48.7% | +335.4% | -286.7% | +47.3% |
| All | +48.7% | +336.6% | -287.9% | +47.3% |
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