-20.7%
WST vs VICR
+57.6%
-78.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | -0.3% |
| 7D | +1.8% | +5.0% | -3.1% | +1.4% |
| 30D | -1.7% | -12.5% | +10.8% | -0.9% |
| 3M | +4.9% | -33.6% | +38.5% | +7.2% |
| 6M | +45.5% | +10.7% | +34.9% | +40.1% |
| YTD | +26.1% | +80.6% | -54.4% | +15.2% |
| 1Y | +31.7% | +288.4% | -256.7% | +11.3% |
| 3Y | -12.1% | +213.8% | -225.9% | -27.3% |
| All | -20.7% | +57.6% | -78.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling