+16,596.7%
WM vs VICR
+12,032.5%
+4,564.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -2.4% | -13.9% | +11.6% | -1.4% |
| 3M | +0.4% | -38.4% | +38.8% | +3.0% |
| 6M | -9.5% | -7.2% | -2.3% | -11.8% |
| YTD | +0.5% | +72.0% | -71.5% | -7.6% |
| 1Y | -1.1% | +263.3% | -264.4% | -15.7% |
| 3Y | +46.0% | +173.3% | -127.2% | +22.4% |
| 5Y | +51.8% | +47.3% | +4.5% | +28.0% |
| 10Y | +307.5% | +1,495.2% | -1,187.7% | +150.7% |
| All | +16,596.7% | +12,032.5% | +4,564.2% | +5,468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling