+59.7%
WM vs VICR
-6.0%
+65.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.8% | -1.8% |
| 7D | +1.2% | -23.1% | +24.3% | +0.5% |
| 30D | +13.1% | -48.1% | +61.1% | +11.3% |
| 3M | +3.6% | -32.8% | +36.5% | +2.9% |
| 6M | +8.1% | -47.6% | +55.7% | +7.0% |
| YTD | +8.9% | +34.0% | -25.1% | +8.8% |
| 1Y | +20.3% | +65.0% | -44.7% | +20.4% |
| 3Y | +46.2% | +277.1% | -230.9% | +47.0% |
| All | +59.7% | -6.0% | +65.7% | +68.3% |
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 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