+101.9%
WMT vs VICR
+209.3%
-107.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.8% | +1.2% |
| 7D | 0.0% | +5.0% | -5.0% | -0.1% |
| 30D | -7.4% | -12.5% | +5.1% | -7.3% |
| 3M | -10.9% | -33.6% | +22.7% | -10.5% |
| 6M | -12.7% | +10.7% | -23.3% | -14.3% |
| YTD | -3.2% | +80.6% | -83.8% | -6.5% |
| 1Y | +5.3% | +288.4% | -283.1% | -1.3% |
| 3Y | +101.9% | +213.8% | -111.9% | +87.8% |
| All | +101.9% | +209.3% | -107.4% | +87.8% |
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