+18,019.8%
WM vs VICR
+10,421.2%
+7,598.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.3% | -11.2% | -0.7% |
| 7D | -0.5% | -6.5% | +6.1% | -0.2% |
| 30D | +13.3% | -38.5% | +51.8% | +16.7% |
| 3M | +4.4% | -26.1% | +30.5% | +5.2% |
| 6M | +10.8% | -36.2% | +47.1% | +10.9% |
| YTD | +9.1% | +49.2% | -40.1% | 0.0% |
| 1Y | +19.1% | +87.0% | -67.9% | +6.9% |
| 3Y | +45.7% | +350.4% | -304.8% | +15.3% |
| 5Y | +60.4% | +3.7% | +56.7% | +38.1% |
| 10Y | +328.7% | +1,084.9% | -756.1% | +167.6% |
| All | +18,019.8% | +10,421.2% | +7,598.6% | +5,926.7% |
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