+458.6%
WST vs VICR
+978.3%
-519.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.7% | +1.6% |
| 7D | +4.2% | +8.3% | -4.1% | +3.3% |
| 30D | +11.2% | -35.2% | +46.4% | +15.3% |
| 3M | +20.4% | -29.8% | +50.2% | +22.7% |
| 6M | +37.9% | -48.6% | +86.5% | +42.9% |
| YTD | +51.8% | +45.1% | +6.7% | +37.0% |
| 1Y | +56.6% | +79.6% | -22.9% | +37.8% |
| 3Y | +24.2% | +335.4% | -311.2% | -8.1% |
| 5Y | +0.7% | -1.0% | +1.7% | -14.3% |
| All | +458.6% | +978.3% | -519.7% | +246.4% |
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