+8,784.5%
WMT vs VICR
+11,356.8%
-2,572.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -6.4% | -15.6% | +9.1% | -5.4% |
| 3M | -12.1% | -35.4% | +23.3% | -10.1% |
| 6M | -15.0% | +1.3% | -16.2% | -17.3% |
| YTD | -4.5% | +62.5% | -66.9% | -11.1% |
| 1Y | +6.2% | +255.5% | -249.3% | -8.1% |
| 3Y | +99.9% | +182.0% | -82.1% | +70.3% |
| 5Y | +131.4% | +42.9% | +88.5% | +99.4% |
| 10Y | +433.2% | +1,494.0% | -1,060.8% | +247.2% |
| All | +8,784.5% | +11,356.8% | -2,572.4% | +3,338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling