+52.1%
WM vs VICR
+53.8%
-1.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.5% |
| 7D | -0.9% | +9.8% | -10.8% | -0.7% |
| 30D | -4.3% | -12.6% | +8.3% | -4.6% |
| 3M | +0.8% | -29.7% | +30.5% | +0.2% |
| 6M | -10.8% | +18.8% | -29.6% | -10.7% |
| YTD | -0.1% | +76.4% | -76.4% | +0.3% |
| 1Y | +1.0% | +282.4% | -281.3% | +1.9% |
| 3Y | +45.1% | +206.2% | -161.1% | +46.5% |
| 5Y | +52.1% | +53.9% | -1.8% | +57.2% |
| All | +52.1% | +53.8% | -1.7% | +57.2% |
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