+23.7%
WMB vs VICR
+76.0%
-52.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.1% | +4.8% | -5.8% |
| 7D | -8.6% | -26.6% | +17.9% | -7.4% |
| 30D | -4.2% | -47.9% | +43.8% | -2.0% |
| 3M | -4.4% | -29.8% | +25.3% | -3.4% |
| 6M | -8.7% | -36.6% | +27.9% | -8.5% |
| YTD | +15.4% | +45.1% | -29.8% | +9.2% |
| 1Y | +23.7% | +80.0% | -56.3% | +13.5% |
| All | +23.7% | +76.0% | -52.2% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling