+40.0%
WPM vs VICR
+76.0%
-36.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -11.1% | +23.1% | +13.7% |
| 7D | +3.9% | -26.6% | +30.5% | +8.9% |
| 30D | -3.5% | -47.9% | +44.4% | +6.4% |
| 3M | +14.1% | -29.8% | +43.9% | +17.7% |
| 6M | +6.2% | -36.6% | +42.9% | +7.0% |
| YTD | +12.4% | +45.1% | -32.7% | -9.5% |
| 1Y | +40.0% | +80.0% | -40.1% | +4.6% |
| All | +40.0% | +76.0% | -36.0% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling