+121.3%
WMB vs VICR
+336.6%
-215.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | +7.8% | +8.3% | -0.5% | +7.3% |
| 30D | -5.1% | -35.2% | +30.1% | -3.3% |
| 3M | -4.7% | -29.8% | +25.1% | -3.6% |
| 6M | -7.4% | -48.6% | +41.2% | -5.6% |
| YTD | +17.5% | +45.1% | -27.7% | +11.6% |
| 1Y | +19.5% | +79.6% | -60.1% | +12.0% |
| 3Y | +121.3% | +335.4% | -214.1% | +94.8% |
| All | +121.3% | +336.6% | -215.3% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling