+5,933.7%
WPM vs VICR
+1,417.2%
+4,516.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | +7.0% | +9.8% | -2.8% | +5.5% |
| 30D | +15.7% | -12.6% | +28.3% | +17.4% |
| 3M | +35.2% | -29.7% | +64.9% | +39.8% |
| 6M | +6.1% | +18.8% | -12.8% | -0.2% |
| YTD | +32.6% | +76.4% | -43.8% | +17.1% |
| 1Y | +46.9% | +282.4% | -235.5% | +14.3% |
| 3Y | +276.3% | +206.2% | +70.1% | +183.0% |
| 5Y | +260.0% | +53.9% | +206.1% | +178.1% |
| 10Y | +508.5% | +1,572.3% | -1,063.8% | +152.2% |
| All | +5,933.7% | +1,417.2% | +4,516.5% | +1,741.7% |
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 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