+17,993.0%
WM vs VICR
+9,351.1%
+8,641.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.8% | -2.7% |
| 7D | +1.2% | -23.1% | +24.3% | +3.0% |
| 30D | +13.1% | -48.1% | +61.1% | +18.0% |
| 3M | +3.6% | -32.8% | +36.5% | +5.2% |
| 6M | +8.1% | -47.6% | +55.7% | +9.9% |
| YTD | +8.9% | +34.0% | -25.1% | +0.7% |
| 1Y | +20.3% | +65.0% | -44.7% | +9.1% |
| 3Y | +46.2% | +277.1% | -230.9% | +17.5% |
| 5Y | +59.9% | -5.3% | +65.2% | +38.6% |
| 10Y | +345.6% | +1,075.0% | -729.5% | +177.6% |
| All | +17,993.0% | +9,351.1% | +8,641.9% | +5,970.2% |
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 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