+525.4%
WPM vs VICR
+1,679.8%
-1,154.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.2% | -9.1% | +1.2% |
| 7D | -0.6% | +5.0% | -5.5% | -1.0% |
| 30D | +14.4% | -12.5% | +26.9% | +15.3% |
| 3M | +37.0% | -33.6% | +70.6% | +40.1% |
| 6M | +4.1% | +10.7% | -6.5% | +1.7% |
| YTD | +31.7% | +80.6% | -48.9% | +24.3% |
| 1Y | +44.2% | +288.4% | -244.2% | +29.0% |
| 3Y | +265.5% | +213.8% | +51.7% | +221.8% |
| 5Y | +262.5% | +58.8% | +203.6% | +222.2% |
| All | +525.4% | +1,679.8% | -1,154.4% | +418.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling