+298.4%
WMB vs VICR
+1,679.8%
-1,381.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -0.3% |
| 7D | -1.0% | +5.0% | -6.0% | -1.6% |
| 30D | -0.4% | -12.5% | +12.0% | +0.6% |
| 3M | +3.2% | -33.6% | +36.8% | +6.1% |
| 6M | +0.1% | +10.7% | -10.6% | -4.3% |
| YTD | +23.9% | +80.6% | -56.7% | +11.5% |
| 1Y | +27.6% | +288.4% | -260.8% | +4.2% |
| 3Y | +141.9% | +213.8% | -71.9% | +93.8% |
| 5Y | +273.8% | +58.8% | +214.9% | +209.5% |
| All | +298.4% | +1,679.8% | -1,381.4% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling