+285.0%
WMB vs VICR
+46.6%
+238.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.6% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | +4.6% | -11.9% | +16.5% | +5.2% |
| 3M | +5.7% | -35.1% | +40.9% | +7.4% |
| 6M | +4.2% | +8.1% | -3.9% | +1.7% |
| YTD | +26.8% | +67.8% | -40.9% | +20.2% |
| 1Y | +34.7% | +267.3% | -232.6% | +20.9% |
| 3Y | +146.8% | +191.2% | -44.4% | +120.2% |
| 5Y | +285.0% | +48.1% | +236.9% | +245.5% |
| All | +285.0% | +46.6% | +238.4% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling