-14.4%
WST vs VICR
+187.3%
-201.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.6% | 0.0% |
| 7D | -1.7% | +1.3% | -2.9% | -1.7% |
| 30D | -4.3% | -11.9% | +7.6% | -4.0% |
| 3M | +0.7% | -35.1% | +35.9% | +1.9% |
| 6M | +36.0% | +8.1% | +27.9% | +33.0% |
| YTD | +22.7% | +67.8% | -45.0% | +17.3% |
| 1Y | +34.1% | +267.3% | -233.2% | +24.0% |
| All | -14.4% | +187.3% | -201.8% | -20.1% |
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