+258.0%
WPM vs VICR
+178.2%
+79.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.4% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | +12.5% | -15.6% | +28.0% | +13.8% |
| 3M | +40.6% | -35.4% | +76.0% | +44.7% |
| 6M | +0.5% | +1.3% | -0.7% | -1.4% |
| YTD | +29.0% | +62.5% | -33.4% | +23.1% |
| 1Y | +43.8% | +255.5% | -211.7% | +32.4% |
| All | +258.0% | +178.2% | +79.8% | +204.1% |
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